abstract base class for calibration helpers More...
#include <ql/models/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()
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virtualdefault |
Member Function Documentation
◆ calibrationError()
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pure virtual |
returns the error resulting from the model valuation
Implemented in BlackCalibrationHelper.