![]() QuantLib 0.3.7Getting startedReference manual |
BPSCalculator Class Reference#include <ql/CashFlows/basispointsensitivity.hpp>
Inheritance diagram for BPSCalculator: ![]() Detailed Descriptionbasis point sensitivity (BPS) calculatorInstances of this class accumulate the BPS of each cash flow they visit, returning the sum through their result() method.
|
QuantLib.org![]() |
Hosted by![]() |
Documentation generated by![]() |