create(3)
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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