QuantLib 0.3.6 http://quantlib.org User manual Introduction to QuantLib Introduction Project overview Where to get QuantLib Installation Usage Version history Additional resources The QuantLib group Copyright and license QuantLib components Core classes Date and time calculations Lattice methods The finite differences framework The Monte Carlo framework Short-rate models Currencies and FX rates Instruments and pricers Math tools Design patterns Term structures Utilities Examples Reference manual Modules Class Hierarchy Compound List File List Compound Members File Members Todo List Known Bugs Deprecated Features

BPSBasketCalculator Class Reference #include <ql/CashFlows/basispointsensitivity.hpp> Inheritance diagram for BPSBasketCalculator: [legend]List of all members. Detailed Description Bug: This class must still be checked. It is not guaranteed to yield the right results. Public Member Functions   BPSBasketCalculator (const RelinkableHandle< TermStructure > &ts, int basis) const TimeBasket &  result () const Visitor interface double  sensfactor (const Date &date) const virtual void  visit (Coupon &) virtual void  visit (FixedRateCoupon &) virtual void  visit (CashFlow &)

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