MarketModelEvolver (QuantLib module 1.32.0 API)

java.lang.Object
- org.quantlib.MarketModelEvolver

All Implemented Interfaces:

AutoCloseable, org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable

Direct Known Subclasses:

LogNormalFwdRateIpc
```
public class MarketModelEvolver
extends Object
implements org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable
```

Constructor Summary

Constructors
Modifier Constructor Description

protected MarketModelEvolver(long cPtr, boolean cMemoryOwn)

Method Summary

All Methods Static Methods Instance Methods Concrete Methods
Modifier and Type	Method	Description
`double`	`advanceStep()`
`CurveState`	`currentState()`
`long`	`currentStep()`
`void`	`delete()`
`protected void`	`finalize()`
`protected static long`	`getCPtr(MarketModelEvolver obj)`
`UnsignedIntVector`	`numeraires()`
`void`	`setInitialState(CurveState arg0)`
`double`	`startNewPath()`
`protected void`	`swigSetCMemOwn(boolean own)`

Methods inherited from class java.lang.Object
clone, equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Methods inherited from interface org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable
close

Constructor Detail

MarketModelEvolver

protected MarketModelEvolver(long cPtr,
                             boolean cMemoryOwn)

Method Detail

getCPtr

protected static long getCPtr(MarketModelEvolver obj)

swigSetCMemOwn

protected void swigSetCMemOwn(boolean own)

finalize
```
protected void finalize()
```
Overrides:

finalize in class Object

delete
```
public void delete()
```
Specified by:

delete in interface org.quantlib.helpers.QuantLibJNIHelpers.AutoCloseable

numeraires
```
public UnsignedIntVector numeraires()
```

startNewPath
```
public double startNewPath()
```

advanceStep
```
public double advanceStep()
```

currentStep
```
public long currentStep()
```

currentState
```
public CurveState currentState()
```

setInitialState

public void setInitialState(CurveState arg0)