Inheritance diagram for QuantLibAddin::AbcdAtmVolCurve:

Collaboration diagram for QuantLibAddin::AbcdAtmVolCurve:

Public Member Functions
	AbcdAtmVolCurve (const boost::shared_ptr< ObjectHandler::ValueObject > &properties, QuantLib::Natural settlementDays, const QuantLib::Calendar &cal, const std::vector< QuantLib::Period > &optionTenors, const std::vector< QuantLib::Handle< QuantLib::Quote > > &volatilities, const std::vector< bool > inclusionInInterpolationFlag, QuantLib::BusinessDayConvention bdc, const QuantLib::DayCounter &dc, bool permanent)

Constructor & Destructor Documentation

◆ AbcdAtmVolCurve()

QuantLibAddin::AbcdAtmVolCurve::AbcdAtmVolCurve	(	const boost::shared_ptr< ObjectHandler::ValueObject > &	properties,
		QuantLib::Natural	settlementDays,
		const QuantLib::Calendar &	cal,
		const std::vector< QuantLib::Period > &	optionTenors,
		const std::vector< QuantLib::Handle< QuantLib::Quote > > &	volatilities,
		const std::vector< bool >	inclusionInInterpolationFlag,
		QuantLib::BusinessDayConvention	bdc,
		const QuantLib::DayCounter &	dc,
		bool	permanent
	)

The documentation for this class was generated from the following file: