modelcg.hpp File Reference

interface for model against which a script can be run More...

#include <qle/math/randomvariable.hpp>
#include <qle/math/randomvariable_ops.hpp>
#include <ql/patterns/lazyobject.hpp>
#include <ql/settings.hpp>
#include <ql/time/daycounters/actualactual.hpp>
#include <boost/any.hpp>

Go to the source code of this file.

Classes
class	ModelCG

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

Detailed Description

interface for model against which a script can be run

Definition in file modelcg.hpp.