irmodelcalibrationinfo.hpp File Reference

info data on how a lgm or hw model was calibrated More...

#include <map>
#include <ql/any.hpp>
#include <ql/math/array.hpp>
#include <ql/math/matrix.hpp>
#include <ql/types.hpp>
#include <ql/utilities/null.hpp>
#include <string>
#include <vector>

Classes
struct	SwaptionData
struct	LgmCalibrationData
struct	LgmCalibrationInfo
struct	HwCalibrationData
struct	HwCalibrationInfo

Functions
std::map< std::string, QuantLib::ext::any >	getAdditionalResultsMap (const LgmCalibrationInfo &info)
std::map< std::string, QuantLib::ext::any >	getAdditionalResultsMap (const HwCalibrationInfo &info)

Detailed Description

info data on how a lgm or hw model was calibrated