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 <ql/timegrid.hpp>
#include <ql/any.hpp>
#include <optional>

Classes
class	ModelCG
class	ModelCG::ModelParameter

Namespaces
namespace	ore
	Serializable Credit Default Swap.
namespace	ore::data

Functions
std::size_t	addModelParameter (QuantExt::ComputationGraph &g, std::set< ModelCG::ModelParameter > &modelParameters, const ModelCG::ModelParameter &p, const std::function< double(void)> &f)
bool	operator== (const ModelCG::ModelParameter &x, const ModelCG::ModelParameter &y)
bool	operator< (const ModelCG::ModelParameter &x, const ModelCG::ModelParameter &y)
std::ostream &	operator<< (std::ostream &o, const ModelCG::ModelParameter::Type &t)
std::ostream &	operator<< (std::ostream &o, const ModelCG::ModelParameter &p)

Detailed Description

interface for model against which a script can be run