QuantLib 0.3.11 http://quantlib.org Getting started Introduction Project overview Where to get QuantLib Installation Configuration Usage Frequently asked questions Version history Additional resources The QuantLib group Copyright and license Reference manual Modules Class Hierarchy Compound List File List Compound Members File Members Todo List Known Bugs Test Suite Deprecated Features Examples

ql/CashFlows/basispointsensitivity.hpp File Reference Detailed Description basis point sensitivity calculator #include <ql/yieldtermstructure.hpp> #include <ql/CashFlows/fixedratecoupon.hpp> #include <ql/CashFlows/timebasket.hpp> Include dependency graph for basispointsensitivity.hpp: Namespaces namespace   QuantLib Classes class   BPSCalculator   basis point sensitivity (BPS) calculator More... class   BPSBasketCalculator Functions Real  QuantLib::BasisPointSensitivity (const std::vector< boost::shared_ptr< CashFlow > > &, const Handle< YieldTermStructure > &)   Collective basis-point sensitivity of a cash-flow sequence. TimeBasket  QuantLib::BasisPointSensitivityBasket (const std::vector< boost::shared_ptr< CashFlow > > &, const Handle< YieldTermStructure > &, Integer basis)

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