basketgeneratingengine.hpp File Reference

base class for pricing engines capable of generating a calibration basket More...

#include <ql/cashflows/fixedratecoupon.hpp>
#include <ql/cashflows/iborcoupon.hpp>
#include <ql/indexes/swapindex.hpp>
#include <ql/instruments/vanillaswap.hpp>
#include <ql/math/optimization/costfunction.hpp>
#include <ql/models/shortrate/onefactormodels/gaussian1dmodel.hpp>
#include <ql/qldefines.hpp>
#include <ql/termstructures/volatility/swaption/swaptionvolstructure.hpp>
#include <ql/termstructures/yieldtermstructure.hpp>
#include <utility>

Go to the source code of this file.

Classes
class	BasketGeneratingEngine
class	BasketGeneratingEngine::MatchHelper

Namespaces
namespace	QuantLib

Detailed Description

base class for pricing engines capable of generating a calibration basket

Definition in file basketgeneratingengine.hpp.