calibrationinstrumentfactory.hpp File Reference

factory for making calibration instruments. More...

#include <boost/make_shared.hpp>
#include <functional>
#include <map>
#include <ored/model/calibrationbasket.hpp>
#include <ored/utilities/log.hpp>
#include <ql/patterns/singleton.hpp>

Go to the source code of this file.

Classes
class	CalibrationInstrumentFactory

Namespaces
namespace	ore
	Serializable Credit Default Swap.
namespace	ore::data

Functions
template<class T >
QuantLib::ext::shared_ptr< CalibrationInstrument >	createCalibrationInstrument ()

Detailed Description

factory for making calibration instruments.

The idea here is taken from: https://stackoverflow.com/a/582456/1771882 and is used in ore::data::LegDataFactory also.

Definition in file calibrationinstrumentfactory.hpp.