QuantLib: a free/open-source library for quantitative finance
Fully annotated sources - version 1.32
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alphaform.hpp
1/* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */
2
3/*
4 Copyright (C) 2007 Mark Joshi
5
6 This file is part of QuantLib, a free-software/open-source library
7 for financial quantitative analysts and developers - http://quantlib.org/
8
9 QuantLib is free software: you can redistribute it and/or modify it
10 under the terms of the QuantLib license. You should have received a
11 copy of the license along with this program; if not, please email
12 <quantlib-dev@lists.sf.net>. The license is also available online at
13 <http://quantlib.org/license.shtml>.
14
15 This program is distributed in the hope that it will be useful, but WITHOUT
16 ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
17 FOR A PARTICULAR PURPOSE. See the license for more details.
18*/
19
20#ifndef quantlib_alpha_form_hpp
21#define quantlib_alpha_form_hpp
22
23#include <ql/types.hpp>
24
25namespace QuantLib {
26
27 class AlphaForm {
28 public:
29 virtual ~AlphaForm() = default;
30 virtual Real operator()(Integer i) const=0;
31 virtual void setAlpha(Real alpha)=0;
32 };
33
34}
35
36#endif
virtual Real operator()(Integer i) const =0
virtual void setAlpha(Real alpha)=0
virtual ~AlphaForm()=default
QL_REAL Real
real number
Definition: types.hpp:50
QL_INTEGER Integer
integer number
Definition: types.hpp:35
Definition: any.hpp:35