Public Member Functions | List of all members
QuantLibAddin::BaseCorrelationLossModel Class Reference

#include <qlo/basketlossmodels.hpp>

Inheritance diagram for QuantLibAddin::BaseCorrelationLossModel:
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Public Member Functions

 BaseCorrelationLossModel (const boost::shared_ptr< ObjectHandler::ValueObject > &properties, const std::string &baseModelId, const boost::shared_ptr< QuantLib::CorrelationTermStructure > &addinBC, const std::vector< QuantLib::Real > &recoveryRates, const std::vector< QuantLib::Real > &copulaInitVals, bool permanent)
 

Constructor & Destructor Documentation

◆ BaseCorrelationLossModel()

QuantLibAddin::BaseCorrelationLossModel::BaseCorrelationLossModel ( const boost::shared_ptr< ObjectHandler::ValueObject > &  properties,
const std::string &  baseModelId,
const boost::shared_ptr< QuantLib::CorrelationTermStructure > &  addinBC,
const std::vector< QuantLib::Real > &  recoveryRates,
const std::vector< QuantLib::Real > &  copulaInitVals,
bool  permanent 
)
Parameters
copulaInitVals\to do Implement a type. By now only initialization traits which
The documentation for this class was generated from the following file: