QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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purely virtual base class for market observables More...
#include <ql/errors.hpp>
#include <ql/handle.hpp>
#include <ql/quote.hpp>
#include <ql/types.hpp>
#include <utility>
Go to the source code of this file.
Classes | |
class | CompositeQuote< BinaryFunction > |
market element whose value depends on two other market element More... | |
Namespaces | |
namespace | QuantLib |
Functions | |
template<class BinaryFunction > | |
CompositeQuote< BinaryFunction > | makeCompositeQuote (const Handle< Quote > &element1, const Handle< Quote > &element2, const BinaryFunction &f) |
creator method More... | |
purely virtual base class for market observables
Definition in file compositequote.hpp.