Inheritance diagram for QuantLibAddin::BachelierCapFloorEngine:

Collaboration diagram for QuantLibAddin::BachelierCapFloorEngine:

Public Member Functions
	BachelierCapFloorEngine (const boost::shared_ptr< ObjectHandler::ValueObject > &properties, const QuantLib::Handle< QuantLib::YieldTermStructure > &discountCurve, const QuantLib::Handle< QuantLib::Quote > &vol, const QuantLib::DayCounter &dayCounter, bool permanent)

	BachelierCapFloorEngine (const boost::shared_ptr< ObjectHandler::ValueObject > &properties, const QuantLib::Handle< QuantLib::YieldTermStructure > &discountCurve, const QuantLib::Handle< QuantLib::OptionletVolatilityStructure > &, bool permanent)

Public Member Functions inherited from QuantLibAddin::PricingEngine
	PricingEngine (const boost::shared_ptr< ObjectHandler::ValueObject > &properties, const std::string &engineID, const boost::shared_ptr< QuantLib::GeneralizedBlackScholesProcess > &process, bool permanent)

	PricingEngine (const boost::shared_ptr< ObjectHandler::ValueObject > &properties, const std::string &engineID, const boost::shared_ptr< QuantLib::GeneralizedBlackScholesProcess > &process, const long &timeSteps, bool permanent)

Additional Inherited Members
Protected Member Functions inherited from QuantLibAddin::PricingEngine
	OH_LIB_CTOR (PricingEngine, QuantLib::PricingEngine)

Constructor & Destructor Documentation

◆ BachelierCapFloorEngine() [1/2]

QuantLibAddin::BachelierCapFloorEngine::BachelierCapFloorEngine	(	const boost::shared_ptr< ObjectHandler::ValueObject > &	properties,
		const QuantLib::Handle< QuantLib::YieldTermStructure > &	discountCurve,
		const QuantLib::Handle< QuantLib::Quote > &	vol,
		const QuantLib::DayCounter &	dayCounter,
		bool	permanent
	)

QuantLibAddin::BachelierCapFloorEngine::BachelierCapFloorEngine	(	const boost::shared_ptr< ObjectHandler::ValueObject > &	properties,
		const QuantLib::Handle< QuantLib::YieldTermStructure > &	discountCurve,
		const QuantLib::Handle< QuantLib::OptionletVolatilityStructure > &	,
		bool	permanent
	)

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