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

#include <qlo/defaultbasket.hpp>

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Public Member Functions

 Basket (const boost::shared_ptr< ObjectHandler::ValueObject > &properties, const std::vector< std::string > &names, const std::vector< boost::shared_ptr< QuantLib::Issuer > > &issuers, const std::vector< QuantLib::Real > &notionals, const QuantLib::Date &refDate, QuantLib::Real attachRatio, QuantLib::Real detachRatio, bool amortizes, bool permanent)
 

Constructor & Destructor Documentation

◆ Basket()

QuantLibAddin::Basket::Basket ( const boost::shared_ptr< ObjectHandler::ValueObject > &  properties,
const std::vector< std::string > &  names,
const std::vector< boost::shared_ptr< QuantLib::Issuer > > &  issuers,
const std::vector< QuantLib::Real > &  notionals,
const QuantLib::Date &  refDate,
QuantLib::Real  attachRatio,
QuantLib::Real  detachRatio,
bool  amortizes,
bool  permanent 
)
The documentation for this class was generated from the following file: