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Reference manual - version ored_version
Classes | Namespaces
modelimpl.hpp File Reference

basis implementation for a script engine model More...

#include <ored/scripting/models/model.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  ModelImpl
 

Namespaces

 ore
 Serializable Credit Default Swap.
 
 ore::data
 

Detailed Description

basis implementation for a script engine model