modelcg.hpp File Reference

interface for model against which a script can be run More...

#include <qle/ad/computationgraph.hpp>
#include <qle/math/randomvariable.hpp>
#include <qle/math/randomvariable_ops.hpp>
#include <ql/patterns/lazyobject.hpp>
#include <ql/settings.hpp>
#include <ql/time/daycounters/actualactual.hpp>
#include <boost/any.hpp>

Classes
class	ModelCG

Namespaces
	ore
	Serializable Credit Default Swap.
	ore::data

Detailed Description

interface for model against which a script can be run