QuantLib
: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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ql
models
marketmodels
callability
marketmodelbasissystem.hpp
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/* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */
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/*
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Copyright (C) 2006 Mark Joshi
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This file is part of QuantLib, a free-software/open-source library
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for financial quantitative analysts and developers - http://quantlib.org/
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QuantLib is free software: you can redistribute it and/or modify it
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under the terms of the QuantLib license. You should have received a
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copy of the license along with this program; if not, please email
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<quantlib-dev@lists.sf.net>. The license is also available online at
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<http://quantlib.org/license.shtml>.
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This program is distributed in the hope that it will be useful, but WITHOUT
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ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
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FOR A PARTICULAR PURPOSE. See the license for more details.
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*/
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#ifndef quantlib_market_model_basis_system_hpp
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#define quantlib_market_model_basis_system_hpp
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#include <
ql/models/marketmodels/callability/nodedataprovider.hpp
>
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#include <memory>
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namespace
QuantLib
{
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class
MarketModelBasisSystem
:
public
MarketModelNodeDataProvider
{
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public
:
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// possibly different for each exercise
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virtual
std::vector<Size>
numberOfFunctions
()
const
= 0;
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std::vector<Size>
numberOfData
()
const override
{
return
numberOfFunctions
(); }
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virtual
std::unique_ptr<MarketModelBasisSystem>
clone
()
const
= 0;
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};
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}
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#endif
QuantLib::MarketModelBasisSystem
Definition:
marketmodelbasissystem.hpp:29
QuantLib::MarketModelBasisSystem::numberOfFunctions
virtual std::vector< Size > numberOfFunctions() const =0
QuantLib::MarketModelBasisSystem::clone
virtual std::unique_ptr< MarketModelBasisSystem > clone() const =0
QuantLib::MarketModelBasisSystem::numberOfData
std::vector< Size > numberOfData() const override
Definition:
marketmodelbasissystem.hpp:33
QuantLib::MarketModelNodeDataProvider
Definition:
nodedataprovider.hpp:33
QuantLib
Definition:
any.hpp:35
nodedataprovider.hpp
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