QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.38
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Public Member Functions | List of all members
AdditionalBootstrapVariables Class Referenceabstract

#include <globalbootstrap.hpp>

+ Inheritance diagram for AdditionalBootstrapVariables:
+ Collaboration diagram for AdditionalBootstrapVariables:

Public Member Functions

virtual ~AdditionalBootstrapVariables ()=default
 
virtual Array initialize (bool validData)=0
 
virtual void update (const Array &x)=0
 

Detailed Description

Definition at line 38 of file globalbootstrap.hpp.

Constructor & Destructor Documentation

◆ ~AdditionalBootstrapVariables()

virtual ~AdditionalBootstrapVariables ( )
virtualdefault

Member Function Documentation

◆ initialize()

virtual Array initialize ( bool  validData)
pure virtual

Implemented in SimpleQuoteVariables.

◆ update()

virtual void update ( const Array x)
pure virtual

Implemented in SimpleQuoteVariables.