marketModel.hpp File Reference

File contains implementation of interface for market models. More...

#include <marketData/interestRateCurves/irCurve.hpp>
#include <mathematics/stochasticProcesses/stochasticProcess.hpp>
#include <marketData/ForwardCurve.hpp>
#include <map>

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Classes
class	julian::MarketModel
	Interface for objects representing market models. More...
class	julian::DeeplyCopyableMarketModel< T >
	Class uses Curiously Recurring Template Pattern to implement polymorphic copy construction in every derived class implementing MarketModel. More...

Detailed Description

File contains implementation of interface for market models.