21#ifndef quantlib_market_model_differences_hpp
22#define quantlib_market_model_differences_hpp
30 class PiecewiseConstantCorrelation;
31 class PiecewiseConstantVariance;
34 const MarketModel& marketModel1,
35 const MarketModel& marketModel2);
38 const MarketModel& marketModel1,
39 const MarketModel& marketModel2,
44 const std::vector<ext::shared_ptr<PiecewiseConstantVariance> >&,
45 const std::vector<Time>&);
std::size_t Size
size of a container
std::vector< Matrix > coterminalSwapPseudoRoots(const PiecewiseConstantCorrelation &piecewiseConstantCorrelation, const std::vector< ext::shared_ptr< PiecewiseConstantVariance > > &piecewiseConstantVariances)
std::vector< Spread > rateInstVolDifferences(const MarketModel &marketModel1, const MarketModel &marketModel2, Size index)
std::vector< Volatility > rateVolDifferences(const MarketModel &marketModel1, const MarketModel &marketModel2)
Maps shared_ptr to either the boost or std implementation.