Inheritance diagram for QuantLibAddin::AbcdVol:

Collaboration diagram for QuantLibAddin::AbcdVol:

Public Member Functions
	AbcdVol (const boost::shared_ptr< ObjectHandler::ValueObject > &properties, QuantLib::Real a, QuantLib::Real b, QuantLib::Real c, QuantLib::Real d, const std::vector< QuantLib::Real > &ks, const boost::shared_ptr< QuantLib::PiecewiseConstantCorrelation > &corr, const QuantLib::EvolutionDescription &evolution, const QuantLib::Size numberOfFactors, const std::vector< QuantLib::Rate > &initialRates, const std::vector< QuantLib::Rate > &displacements, bool permanent)

Constructor & Destructor Documentation

◆ AbcdVol()

QuantLibAddin::AbcdVol::AbcdVol	(	const boost::shared_ptr< ObjectHandler::ValueObject > &	properties,
		QuantLib::Real	a,
		QuantLib::Real	b,
		QuantLib::Real	c,
		QuantLib::Real	d,
		const std::vector< QuantLib::Real > &	ks,
		const boost::shared_ptr< QuantLib::PiecewiseConstantCorrelation > &	corr,
		const QuantLib::EvolutionDescription &	evolution,
		const QuantLib::Size	numberOfFactors,
		const std::vector< QuantLib::Rate > &	initialRates,
		const std::vector< QuantLib::Rate > &	displacements,
		bool	permanent
	)

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