create (3) - Linux Man Pages

create: base class for market-model factories

NAME

QuantLib::MarketModelFactory - base class for market-model factories

SYNOPSIS


#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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