correlationmatrix.hpp File Reference

configuration class for building correlation matrices More...

#include <map>
#include <qle/models/crossassetmodel.hpp>
#include <ql/math/matrix.hpp>
#include <ql/quote.hpp>

Classes
struct	CorrelationFactor
class	CorrelationMatrixBuilder

Namespaces
	ore
	Serializable Credit Default Swap.
	ore::data

Compare <code>CorrelationFactor</code>s.
typedef std::pair< CorrelationFactor, CorrelationFactor >	CorrelationKey
bool	operator< (const CorrelationFactor &lhs, const CorrelationFactor &rhs)
bool	operator== (const CorrelationFactor &lhs, const CorrelationFactor &rhs)
bool	operator!= (const CorrelationFactor &lhs, const CorrelationFactor &rhs)
std::ostream &	operator<< (std::ostream &out, const CorrelationFactor &f)
	Allow CorrelationFactors to be written.
CorrelationFactor	parseCorrelationFactor (const std::string &name, const char separator=':')

Detailed Description

configuration class for building correlation matrices