QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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#include <conundrumpricer.hpp>
Classes | |
class | GFunctionExactYield |
class | GFunctionStandard |
class | GFunctionWithShifts |
Public Types | |
enum | YieldCurveModel { Standard , ExactYield , ParallelShifts , NonParallelShifts } |
Public Member Functions | |
GFunctionFactory ()=delete | |
Static Public Member Functions | |
static ext::shared_ptr< GFunction > | newGFunctionStandard (Size q, Real delta, Size swapLength) |
static ext::shared_ptr< GFunction > | newGFunctionExactYield (const CmsCoupon &coupon) |
static ext::shared_ptr< GFunction > | newGFunctionWithShifts (const CmsCoupon &coupon, const Handle< Quote > &meanReversion) |
Definition at line 78 of file conundrumpricer.hpp.
enum YieldCurveModel |
Enumerator | |
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Standard | |
ExactYield | |
ParallelShifts | |
NonParallelShifts |
Definition at line 80 of file conundrumpricer.hpp.
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delete |