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/* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */

 Copyright (C) 2006 Mark Joshi

 This file is part of QuantLib, a free-software/open-source library
 for financial quantitative analysts and developers - http://quantlib.org/

 QuantLib is free software: you can redistribute it and/or modify it
 under the terms of the QuantLib license.  You should have received a
 copy of the license along with this program; if not, please email
 <quantlib-dev@lists.sf.net>. The license is also available online at

 This program is distributed in the hope that it will be useful, but WITHOUT
 ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
 FOR A PARTICULAR PURPOSE.  See the license for more details.

#ifndef quantlib_swap_forward_conversion_matrix_hpp
#define quantlib_swap_forward_conversion_matrix_hpp

#include <ql/Math/matrix.hpp>
#include <ql/MarketModels/curvestate.hpp>

namespace QuantLib {

    Disposable<Matrix> swapForwardJacobian(const CurveState& cs);
    Disposable<Matrix> zMatrix(const CurveState&,
                               Rate displacement);
    Disposable<Matrix> coefficientsCsi(const CurveState& cs, Size N, Size M);

    class SwaptionVarianceApproximator {
        SwaptionVarianceApproximator(const CurveState& initialState,
                                     Real displacement,
                                     Size optionExpiry,
                                     Size swapTenor);
        Real swaptionVariance(const Matrix& covariance);




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