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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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