QuantLib_MarketModelFactory

Langue: en

Autres versions - même langue

Version: 381499 (fedora - 01/12/10)

Section: 3 (Bibliothèques de fonctions)

Sommaire

NAME

QuantLib::MarketModelFactory -

base class for market-model factories

SYNOPSIS


#include <ql/models/marketmodels/marketmodel.hpp>

Inherits QuantLib::Observable.

Inherited by CotSwapToFwdAdapterFactory, FlatVolFactory, and FwdToCotSwapAdapterFactory.

Public Member Functions


virtual boost::shared_ptr< MarketModel > create (const EvolutionDescription &, Size numberOfFactors) const =0

Detailed Description

base class for market-model factories

Author

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