BPSBasketCalculator Class Reference

#include <ql/CashFlows/basispointsensitivity.hpp>

Inheritance diagram for BPSBasketCalculator:

Inheritance graph
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List of all members.

Detailed Description

Bug:
this class must still be checked. It is not guaranteed to yield the right results.


Public Member Functions

 BPSBasketCalculator (const RelinkableHandle< TermStructure > &ts, Integer basis)
const TimeBasketresult () const
Visitor interface
Real sensfactor (const Date &date) const
virtual void visit (Coupon &)
virtual void visit (FixedRateCoupon &)
virtual void visit (CashFlow &)


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