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QuantLib_MarketModelFactory
Langue: en
Version: 167698 (fedora - 05/07/09)
Section: 3 (Bibliothèques de fonctions)
NAME
QuantLib::MarketModelFactory - base class for market-model factoriesSYNOPSIS
#include <ql/models/marketmodels/marketmodel.hpp>
Inherits QuantLib::Observable.
Inherited by CotSwapToFwdAdapterFactory, FlatVolFactory, and FwdToCotSwapAdapterFactory.
Public Member Functions
virtual boost::shared_ptr< MarketModel > create (const EvolutionDescription &, Size numberOfFactors) const =0
Detailed Description
base class for market-model factories
Author
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