lgmcalibrationinfo.hpp File Reference

info data on how a lgm model was calibrated More...

#include <ql/types.hpp>
#include <ql/utilities/null.hpp>
#include <boost/any.hpp>
#include <map>
#include <vector>

Go to the source code of this file.

Classes
struct	SwaptionData
struct	LgmCalibrationData
struct	LgmCalibrationInfo

Namespaces
namespace	QuantExt

Functions
std::map< std::string, boost::any >	getAdditionalResultsMap (const LgmCalibrationInfo &info)

Detailed Description

info data on how a lgm model was calibrated

Definition in file lgmcalibrationinfo.hpp.