pseudoparameter.hpp

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/*
 Copyright (C) 2016 Quaternion Risk Management Ltd
 All rights reserved.
 
 This file is part of ORE, a free-software/open-source library
 for transparent pricing and risk analysis - http://opensourcerisk.org
 
 ORE is free software: you can redistribute it and/or modify it
 under the terms of the Modified BSD License.  You should have received a
 copy of the license along with this program.
 The license is also available online at <http://opensourcerisk.org>
 
 This program is distributed on the basis that it will form a useful
 contribution to risk analytics and model standardisation, but WITHOUT
 ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or
 FITNESS FOR A PARTICULAR PURPOSE. See the license for more details.
*/
 
/*! \file pseudoparameter.hpp
    \brief parameter giving access to calibration machinery
 
        \ingroup models
*/
 
#ifndef quantext_pseudoparameter_hpp
#define quantext_pseudoparameter_hpp
 
#include <ql/models/parameter.hpp>
 
#include <boost/make_shared.hpp>
 
namespace QuantExt {
using namespace QuantLib;
 
//! Parameter that accesses CalibratedModel
/*! lightweight parameter, that gives access to the
    CalibratedModel calibration machinery, but without
    any own logic (if this is not needed anyway)
 
        \ingroup models
*/
class PseudoParameter : public Parameter {
private:
    class Impl : public Parameter::Impl {
    public:
        Impl() {}
        Real value(const Array&, Time) const override { QL_FAIL("pseudo-parameter can not be asked to values"); }
    };
 
public:
    PseudoParameter(const Size size = 0, const Constraint& constraint = NoConstraint())
        : Parameter(size, QuantLib::ext::make_shared<PseudoParameter::Impl>(), constraint) {}
};
 
} // namespace QuantExt
 
#endif