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qlo
models.hpp
Go to the documentation of this file.
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/* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */
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/*
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Copyright (C) 2015 Paolo Mazzocchi
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This file is part of QuantLib, a free-software/open-source library
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for financial quantitative analysts and developers - http://quantlib.org/
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QuantLib is free software: you can redistribute it and/or modify it
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under the terms of the QuantLib license. You should have received a
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copy of the license along with this program; if not, please email
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<quantlib-dev@lists.sf.net>. The license is also available online at
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<http://quantlib.org/license.shtml>.
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This program is distributed in the hope that it will be useful, but WITHOUT
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ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
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FOR A PARTICULAR PURPOSE. See the license for more details.
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*/
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#ifndef qla_models_hpp
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#define qla_models_hpp
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#include <oh/libraryobject.hpp>
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#include <ql/types.hpp>
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namespace
QuantLib
{
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class
CalibratedModel;
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}
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namespace
QuantLibAddin
{
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// MarketModels
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OH_LIB_CLASS
(CalibratedModel, QuantLib::CalibratedModel);
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}
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#endif
QuantLibAddin::OH_LIB_CLASS
OH_LIB_CLASS(AlphaForm, QuantLib::AlphaForm)
QuantLibAddin
Definition:
abcd.hpp:38
QuantLib
Definition:
abcd.hpp:30