QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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abstract base class for calibration helpers More...
#include <calibrationhelper.hpp>
Public Member Functions | |
virtual | ~CalibrationHelper ()=default |
virtual Real | calibrationError ()=0 |
returns the error resulting from the model valuation More... | |
abstract base class for calibration helpers
Definition at line 40 of file calibrationhelper.hpp.
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virtualdefault |
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pure virtual |
returns the error resulting from the model valuation
Implemented in BlackCalibrationHelper.