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/* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */

 Copyright (C) 2000, 2001, 2002, 2003 RiskMap srl

 This file is part of QuantLib, a free-software/open-source library
 for financial quantitative analysts and developers - http://quantlib.org/

 QuantLib is free software: you can redistribute it and/or modify it
 under the terms of the QuantLib license.  You should have received a
 copy of the license along with this program; if not, please email
 <quantlib-dev@lists.sf.net>. The license is also available online at

 This program is distributed in the hope that it will be useful, but WITHOUT
 ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
 FOR A PARTICULAR PURPOSE.  See the license for more details.

/*! \file argsandresults.hpp
    \brief Base classes for generic arguments and results

#ifndef quantlib_args_and_results_hpp
#define quantlib_args_and_results_hpp

#include <ql/qldefines.hpp>

#define QL_MIN_VOLATILITY 1.0e-7
#define QL_MIN_DIVYIELD 1.0e-7
#define QL_MAX_DIVYIELD 4.0

namespace QuantLib {

    //! base class for generic argument groups
00037     class Arguments {
        virtual ~Arguments() {}
        virtual void validate() const = 0;

    //! base class for generic result groups
00044     class Results {
        virtual ~Results() {}
        virtual void reset() = 0;



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