factory for making calibration instruments. More...
#include <boost/make_shared.hpp>
#include <functional>
#include <map>
#include <ored/model/calibrationbasket.hpp>
#include <ored/utilities/log.hpp>
#include <ql/patterns/singleton.hpp>
Classes | |
class | CalibrationInstrumentFactory |
Namespaces | |
ore | |
Serializable Credit Default Swap. | |
ore::data | |
Functions | |
template<class T > | |
boost::shared_ptr< CalibrationInstrument > | createCalibrationInstrument () |
factory for making calibration instruments.
The idea here is taken from: https://stackoverflow.com/a/582456/1771882 and is used in ore::data::LegDataFactory
also.