QuantLib_MarketModelFactory man page

MarketModelFactory — base class for market-model factories

Synopsis

#include <ql/models/marketmodels/marketmodel.hpp>

Inherits 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

Generated automatically by Doxygen for QuantLib from the source code.

Referenced By

create(3) is an alias of QuantLib_MarketModelFactory(3).

Fri Sep 23 2016 Version 1.8.1 QuantLib