QuantLib: LogNormalFwdRateIpc Class Reference

### A free/open-source library for quantitative finance

# LogNormalFwdRateIpc Class Reference

`#include <ql/models/marketmodels/evolvers/lognormalfwdrateipc.hpp>`

Inheritance diagram for LogNormalFwdRateIpc:

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List of all members.

## Detailed Description

Iterative Predictor-Corrector.

## Public Member Functions
| LogNormalFwdRateIpc (const boost::shared_ptr< MarketModel > &, const BrownianGeneratorFactory &, const std::vector< Size > &numeraires, Size initialStep=0)
MarketModel interface
const std::vector< Size > & | numeraires () const
Real | startNewPath ()
Real | advanceStep ()
Size | currentStep () const
const CurveState & | currentState () const
void | setInitialState (const CurveState &)