CalibrationHelper Class Reference

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

Detailed Description

abstract base class for calibration helpers

Member Function Documentation

calibrationError()

virtual Real calibrationError ( )

pure virtual

returns the error resulting from the model valuation

Implemented in BlackCalibrationHelper.