marketmodels.hpp File Reference

#include <oh/libraryobject.hpp>
#include <ql/types.hpp>

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Classes
class	QuantLib::Handle< T >
class	QuantLibAddin::FlatVol
class	QuantLibAddin::AbcdVol
class	QuantLibAddin::PseudoRootFacade
class	QuantLibAddin::CotSwapToFwdAdapter
class	QuantLibAddin::FwdPeriodAdapter
class	QuantLibAddin::FwdToCotSwapAdapter
class	QuantLibAddin::FlatVolFactory

Namespaces
	QuantLib
	QuantLibAddin

Functions
	QuantLibAddin::OH_LIB_CLASS (MarketModel, QuantLib::MarketModel)
	QuantLibAddin::OH_LIB_CLASS (MarketModelFactory, QuantLib::MarketModelFactory)
std::vector< QuantLib::Real >	QuantLibAddin::qlRateVolDifferences (const QuantLib::MarketModel &, const QuantLib::MarketModel &)
std::vector< QuantLib::Real >	QuantLibAddin::qlRateInstVolDifferences (const QuantLib::MarketModel &, const QuantLib::MarketModel &, QuantLib::Size)