1 /* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */
2 
3 /*
4  Copyright (C) 2006 Mark Joshi
5 
6  This file is part of QuantLib, a free-software/open-source library
7  for financial quantitative analysts and developers - http://quantlib.org/
8 
9  QuantLib is free software: you can redistribute it and/or modify it
10  under the terms of the QuantLib license.  You should have received a
11  copy of the license along with this program; if not, please email
12  <quantlib-dev@lists.sf.net>. The license is also available online at
13  <http://quantlib.org/license.shtml>.
14 
15  This program is distributed in the hope that it will be useful, but WITHOUT
16  ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
17  FOR A PARTICULAR PURPOSE.  See the license for more details.
18 */
19 
20 
21 #ifndef quantlib_market_model_evolver_hpp
22 #define quantlib_market_model_evolver_hpp
23 
24 #include <ql/types.hpp>
25 #include <vector>
26 
27 namespace QuantLib {
28 
29     class CurveState;
30 
31     //! Market-model evolver
32     /*! Abstract base class. The evolver does the actual gritty work of
33         evolving the forward rates from one time to the next.
34     */
35     class MarketModelEvolver {
36       public:
~MarketModelEvolver()37         virtual ~MarketModelEvolver() {}
38 
39         virtual const std::vector<Size>& numeraires() const = 0;
40         virtual Real startNewPath() = 0;
41         virtual Real advanceStep() = 0;
42         virtual Size currentStep() const = 0;
43         virtual const CurveState& currentState() const = 0;
44         virtual void setInitialState(const CurveState&) = 0;
45     };
46 
47 }
48 
49 #endif
50