#include <qlo/quote.hpp>
#include <ql/option.hpp>
#include <ql/types.hpp>
#include <ql/experimental/risk/sensitivityanalysis.hpp>

Include dependency graph for quotes.hpp:

Classes
class	QuantLib::Handle< T >

class	QuantLibAddin::SimpleQuote

class	QuantLibAddin::ForwardValueQuote

class	QuantLibAddin::ForwardSwapQuote

class	QuantLibAddin::ImpliedStdDevQuote

class	QuantLibAddin::EurodollarFuturesImpliedStdDevQuote

class	QuantLibAddin::FuturesConvAdjustmentQuote

class	QuantLibAddin::CompositeQuote

class	QuantLibAddin::LastFixingQuote

Functions
std::vector< std::vector< QuantLib::Real > >	QuantLibAddin::bucketAnalysis (const std::vector< std::vector< QuantLib::Handle< QuantLib::Quote > > > &, const std::vector< boost::shared_ptr< QuantLib::Instrument > > &, const std::vector< QuantLib::Real > &quant, QuantLib::Real shift, QuantLib::SensitivityAnalysis type)

std::vector< QuantLib::Real >	QuantLibAddin::bucketAnalysisDelta (const QuantLib::Handle< QuantLib::SimpleQuote > &quote, const std::vector< QuantLib::Handle< QuantLib::Quote > > &parameters, QuantLib::Real shift, QuantLib::SensitivityAnalysis type)

std::vector< std::vector< QuantLib::Real > >	QuantLibAddin::bucketAnalysisDelta2 (const std::vector< QuantLib::Handle< QuantLib::Quote > > &quotes, const std::vector< QuantLib::Handle< QuantLib::Quote > > &parameters, QuantLib::Real shift, QuantLib::SensitivityAnalysis type)

Classes

Namespaces