QuantLib: a free/open-source library for quantitative finance
Fully annotated sources - version 1.32
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#include <ql/models/shortrate/onefactormodels/markovfunctional.hpp>
Public Member Functions | |
virtual | ~CustomSmileFactory ()=default |
virtual ext::shared_ptr< CustomSmileSection > | smileSection (const ext::shared_ptr< SmileSection > &source, Real atm) const =0 |
Definition at line 108 of file markovfunctional.hpp.
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virtualdefault |
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pure virtual |