QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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base class for market-model factories More...
#include <marketmodel.hpp>
Public Member Functions | |
~MarketModelFactory () override=default | |
virtual ext::shared_ptr< MarketModel > | create (const EvolutionDescription &, Size numberOfFactors) const =0 |
Public Member Functions inherited from Observable | |
Observable () | |
Observable (const Observable &) | |
Observable & | operator= (const Observable &) |
Observable (Observable &&)=delete | |
Observable & | operator= (Observable &&)=delete |
virtual | ~Observable ()=default |
void | notifyObservers () |
base class for market-model factories
Definition at line 57 of file marketmodel.hpp.
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overridedefault |
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pure virtual |
Implemented in CotSwapToFwdAdapterFactory, FlatVolFactory, and FwdToCotSwapAdapterFactory.