NpvDeltaGammaCalculator Class Reference

Inheritance diagram for NpvDeltaGammaCalculator:

Public Member Functions
	NpvDeltaGammaCalculator (Handle< YieldTermStructure > discountCurve, const Real payer, Real &npv, Real &bps, const bool computeDelta, const bool computeGamma, const bool computeBPS, std::map< Date, Real > &deltaDiscount, std::map< Date, Real > &deltaForward, std::map< Date, Real > &deltaBPS, std::map< Date, Real > &gammaDiscount, std::map< std::pair< Date, Date >, Real > &gammaForward, std::map< std::pair< Date, Date >, Real > &gammaDscFwd, std::map< Date, Real > &gammaBPS, Real &fxLinkedForeignNpv, const bool excludeSimpleCashFlowsFromSensis, Real &simpleCashFlowNpv)
void	visit (CashFlow &c) override
void	visit (SimpleCashFlow &c) override
void	visit (FixedRateCoupon &c) override
void	visit (IborCoupon &c) override
void	visit (FloatingRateFXLinkedNotionalCoupon &c) override
void	visit (FXLinkedCashFlow &c) override
void	visit (QuantExt::OvernightIndexedCoupon &c) override