QuantLib
A free/open-source library for quantitative finance
Reference manual - version 1.12
Public Member Functions | List of all members
MarketModelFactory Class Referenceabstract

base class for market-model factories More...

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

+ Inheritance diagram for MarketModelFactory:

Public Member Functions

virtual boost::shared_ptr< MarketModelcreate (const EvolutionDescription &, Size numberOfFactors) const =0
 
- Public Member Functions inherited from Observable
 Observable (const Observable &)
 
Observableoperator= (const Observable &)
 
void notifyObservers ()
 

Detailed Description

base class for market-model factories