QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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Public Member Functions | List of all members
CalibrationHelper Class Referenceabstract

abstract base class for calibration helpers More...

#include <calibrationhelper.hpp>

+ Inheritance diagram for CalibrationHelper:
+ Collaboration diagram for CalibrationHelper:

Public Member Functions

virtual ~CalibrationHelper ()=default
 
virtual Real calibrationError ()=0
 returns the error resulting from the model valuation More...
 

Detailed Description

abstract base class for calibration helpers

Definition at line 40 of file calibrationhelper.hpp.

Constructor & Destructor Documentation

◆ ~CalibrationHelper()

virtual ~CalibrationHelper ( )
virtualdefault

Member Function Documentation

◆ calibrationError()

virtual Real calibrationError ( )
pure virtual

returns the error resulting from the model valuation

Implemented in BlackCalibrationHelper.