QuantLib: a free/open-source library for quantitative finance
Fully annotated sources - version 1.32
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Public Member Functions | List of all members
MarkovFunctional::CustomSmileFactory Class Referenceabstract

#include <ql/models/shortrate/onefactormodels/markovfunctional.hpp>

+ Collaboration diagram for MarkovFunctional::CustomSmileFactory:

Public Member Functions

virtual ~CustomSmileFactory ()=default
 
virtual ext::shared_ptr< CustomSmileSectionsmileSection (const ext::shared_ptr< SmileSection > &source, Real atm) const =0
 

Detailed Description

Definition at line 108 of file markovfunctional.hpp.

Constructor & Destructor Documentation

◆ ~CustomSmileFactory()

virtual ~CustomSmileFactory ( )
virtualdefault

Member Function Documentation

◆ smileSection()

virtual ext::shared_ptr< CustomSmileSection > smileSection ( const ext::shared_ptr< SmileSection > &  source,
Real  atm 
) const
pure virtual