QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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marketmodelbasissystem.hpp
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1/* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */
2
3/*
4 Copyright (C) 2006 Mark Joshi
5
6 This file is part of QuantLib, a free-software/open-source library
7 for financial quantitative analysts and developers - http://quantlib.org/
8
9 QuantLib is free software: you can redistribute it and/or modify it
10 under the terms of the QuantLib license. You should have received a
11 copy of the license along with this program; if not, please email
12 <quantlib-dev@lists.sf.net>. The license is also available online at
13 <http://quantlib.org/license.shtml>.
14
15 This program is distributed in the hope that it will be useful, but WITHOUT
16 ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
17 FOR A PARTICULAR PURPOSE. See the license for more details.
18*/
19
20
21#ifndef quantlib_market_model_basis_system_hpp
22#define quantlib_market_model_basis_system_hpp
23
25#include <memory>
26
27namespace QuantLib {
28
30 public:
31 // possibly different for each exercise
32 virtual std::vector<Size> numberOfFunctions() const = 0;
33 std::vector<Size> numberOfData() const override { return numberOfFunctions(); }
34 virtual std::unique_ptr<MarketModelBasisSystem> clone() const = 0;
35 };
36
37}
38
39#endif
virtual std::vector< Size > numberOfFunctions() const =0
virtual std::unique_ptr< MarketModelBasisSystem > clone() const =0
std::vector< Size > numberOfData() const override
Definition: any.hpp:35