marketmodeldifferences.hpp File Reference

#include <ql/types.hpp>
#include <ql/shared_ptr.hpp>
#include <vector>

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Namespaces
namespace	QuantLib

Functions
std::vector< Volatility >	rateVolDifferences (const MarketModel &marketModel1, const MarketModel &marketModel2)
std::vector< Spread >	rateInstVolDifferences (const MarketModel &marketModel1, const MarketModel &marketModel2, Size index)
std::vector< Real >	coterminalSwapPseudoRoots (const PiecewiseConstantCorrelation &, const std::vector< ext::shared_ptr< PiecewiseConstantVariance > > &, const std::vector< Time > &)