BPSCalculator Class Reference

#include <basispointsensitivity.hpp>

Inheritance diagram for BPSCalculator:

Inheritance graph
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List of all members.

Detailed Description

basis point sensitivity (BPS) calculator

Instances of this class accumulate the BPS of each cash flow they visit, returning the sum through their result() method.


Public Member Functions

 BPSCalculator (const RelinkableHandle< TermStructure > &ts)
double result () const
Visitor interface
virtual void visit (Coupon &)
virtual void visit (CashFlow &)


The documentation for this class was generated from the following file:

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