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QuantLib
: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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ql
models
marketmodels
models
alphaform.hpp
Go to the documentation of this file.
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/* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */
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/*
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Copyright (C) 2007 Mark Joshi
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This file is part of QuantLib, a free-software/open-source library
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for financial quantitative analysts and developers - http://quantlib.org/
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QuantLib is free software: you can redistribute it and/or modify it
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under the terms of the QuantLib license. You should have received a
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copy of the license along with this program; if not, please email
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<quantlib-dev@lists.sf.net>. The license is also available online at
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<http://quantlib.org/license.shtml>.
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This program is distributed in the hope that it will be useful, but WITHOUT
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ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
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FOR A PARTICULAR PURPOSE. See the license for more details.
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*/
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#ifndef quantlib_alpha_form_hpp
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#define quantlib_alpha_form_hpp
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#include <
ql/types.hpp
>
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namespace
QuantLib
{
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class
AlphaForm
{
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public
:
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virtual
~AlphaForm
() =
default
;
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virtual
Real
operator()
(
Integer
i)
const
=0;
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virtual
void
setAlpha
(
Real
alpha
)=0;
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};
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}
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#endif
QuantLib::AlphaForm
Definition:
alphaform.hpp:27
QuantLib::AlphaForm::operator()
virtual Real operator()(Integer i) const =0
QuantLib::AlphaForm::setAlpha
virtual void setAlpha(Real alpha)=0
QuantLib::AlphaForm::~AlphaForm
virtual ~AlphaForm()=default
QuantLib::Real
QL_REAL Real
real number
Definition:
types.hpp:50
QuantLib::Integer
QL_INTEGER Integer
integer number
Definition:
types.hpp:35
QuantLib
Definition:
any.hpp:35
alpha
Real alpha
Definition:
sabr.cpp:200
types.hpp
Custom types.
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