Inheritance diagram for QuantLibAddin::BaseCorrelationTermStructure:

Collaboration diagram for QuantLibAddin::BaseCorrelationTermStructure:

Public Member Functions
	BaseCorrelationTermStructure (const boost::shared_ptr< ObjectHandler::ValueObject > &properties, const std::string &interpolType, QuantLib::Natural nDays, const QuantLib::Calendar &calendar, QuantLib::BusinessDayConvention bdc, const std::vector< QuantLib::Period > &tenors, const std::vector< QuantLib::Real > &lossLevel, const std::vector< std::vector< QuantLib::Handle< QuantLib::Quote > > > &correls, const QuantLib::DayCounter &dayCounter, bool permanent)

QuantLib::Real	correlation (const QuantLib::Date &d, QuantLib::Real lossLevel)

const std::string &	interpolType () const

Constructor & Destructor Documentation

◆ BaseCorrelationTermStructure()

QuantLibAddin::BaseCorrelationTermStructure::BaseCorrelationTermStructure	(	const boost::shared_ptr< ObjectHandler::ValueObject > &	properties,
		const std::string &	interpolType,
		QuantLib::Natural	nDays,
		const QuantLib::Calendar &	calendar,
		QuantLib::BusinessDayConvention	bdc,
		const std::vector< QuantLib::Period > &	tenors,
		const std::vector< QuantLib::Real > &	lossLevel,
		const std::vector< std::vector< QuantLib::Handle< QuantLib::Quote > > > &	correls,
		const QuantLib::DayCounter &	dayCounter,
		bool	permanent
	)

QuantLib::Real QuantLibAddin::BaseCorrelationTermStructure::correlation	(	const QuantLib::Date &	d,
		QuantLib::Real	lossLevel
	)

const std::string& QuantLibAddin::BaseCorrelationTermStructure::interpolType ( ) const

inline

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