QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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Base class for model parameter implementation. More...
#include <parameter.hpp>
Public Member Functions | |
virtual | ~Impl ()=default |
virtual Real | value (const Array ¶ms, Time t) const =0 |
Base class for model parameter implementation.
Definition at line 41 of file parameter.hpp.
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virtualdefault |
Implemented in InterpolationParameter::Impl, GeneralizedHullWhite::FittingParameter::Impl, TermStructureFittingParameter::NumericalImpl, ExtendedCoxIngersollRoss::FittingParameter::Impl, HullWhite::FittingParameter::Impl, G2::FittingParameter::Impl, NullParameter::Impl, PiecewiseConstantParameter::Impl, and ConstantParameter::Impl.