ql/CashFlows/basispointsensitivity.hpp File Reference
Detailed Description
basis point sensitivity calculator
#include <ql/yieldtermstructure.hpp>
#include <ql/CashFlows/fixedratecoupon.hpp>
#include <ql/CashFlows/timebasket.hpp>
Include dependency graph for basispointsensitivity.hpp:

Namespaces | |
namespace | QuantLib |
Classes | |
class | BPSBasketCalculator |
Functions | |
Real | QuantLib::BasisPointSensitivity (const std::vector< boost::shared_ptr< CashFlow > > &, const Handle< YieldTermStructure > &) |
Collective basis-point sensitivity of a cash-flow sequence. | |
TimeBasket | QuantLib::BasisPointSensitivityBasket (const std::vector< boost::shared_ptr< CashFlow > > &, const Handle< YieldTermStructure > &, Integer basis) |