[Quantlib-dev] Basis point sensitivity

[Andre L. <An...@de...>]

Hi,

Please could someone clear this up for me.

I'm looking at the CashFlow/Coupon/Instrument structure in QuantLib and
missing something, sensitivity to the underlying termstructure?=20

Is this calculated somewhere else maybe?
	Inside the termstructure - this would make sense for calculating the
risk-factor on a specific discount factor,
	Inside the instruments specifically,
	Under another name/method, something else that can be manipulated to
give the same,
	Outside of Quantlib

I haven't seen anything and am quite willing to put some development =
effort
into this if needed.

Andr=E9 Louw
Decillion Limited - "Your Risk Is Our Domain"

Email:	an...@de...
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