A free/open-source library for quantitative finance
Reference manual - version 1.20
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A free/open-source library for quantitative finance
Reference manual - version 1.20
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abstract base class for calibration helpers More...
#include <ql/models/calibrationhelper.hpp>
Inheritance diagram for CalibrationHelper:Public Member Functions | |
| virtual Real | calibrationError ()=0 |
| returns the error resulting from the model valuation | |
abstract base class for calibration helpers
