modelcgimpl.hpp File Reference

basis implementation for a script engine model More...

#include <ored/scripting/models/modelcg.hpp>
#include <ored/scripting/utilities.hpp>
#include <qle/termstructures/correlationtermstructure.hpp>
#include <ql/indexes/interestrateindex.hpp>
#include <ql/processes/blackscholesprocess.hpp>
#include <ql/timegrid.hpp>

Classes
class	ModelCGImpl

Namespaces
	ore
	Serializable Credit Default Swap.
	ore::data

Functions
std::size_t	addModelParameter (ComputationGraph &g, std::vector< std::pair< std::size_t, std::function< double(void)>>> &m, const std::string &id, std::function< double(void)> f)
Date	getSloppyDate (const Date &d, const bool sloppyDates, const std::set< Date > &dates)

Detailed Description

basis implementation for a script engine model