BPSBasketCalculator Class Reference
#include <ql/CashFlows/basispointsensitivity.hpp>
Inheritance diagram for BPSBasketCalculator:

Detailed Description
- Bug:
- this class must still be checked. It is not guaranteed to yield the right results.
Public Member Functions | |
BPSBasketCalculator (const Handle< YieldTermStructure > &ts, Integer basis) | |
const TimeBasket & | result () const |
Visitor interface | |
virtual void | visit (Coupon &) |
virtual void | visit (FixedRateCoupon &) |
virtual void | visit (CashFlow &) |