QuantLibAddin::BlackCapFloorEngine Class Reference
#include <qlo/pricingengines.hpp>
Inheritance diagram for QuantLibAddin::BlackCapFloorEngine:
Collaboration diagram for QuantLibAddin::BlackCapFloorEngine:
Public Member Functions | |
| BlackCapFloorEngine (const boost::shared_ptr< ObjectHandler::ValueObject > &properties, const QuantLib::Handle< QuantLib::YieldTermStructure > &, const QuantLib::Handle< QuantLib::Quote > &vol, const QuantLib::Real displacement, const QuantLib::DayCounter &dayCounter, bool permanent) | |
| BlackCapFloorEngine (const boost::shared_ptr< ObjectHandler::ValueObject > &properties, const QuantLib::Handle< QuantLib::YieldTermStructure > &, const QuantLib::Handle< QuantLib::OptionletVolatilityStructure > &, const QuantLib::Real displacement, 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
◆ BlackCapFloorEngine() [1/2]
| QuantLibAddin::BlackCapFloorEngine::BlackCapFloorEngine | ( | const boost::shared_ptr< ObjectHandler::ValueObject > & | properties, |
| const QuantLib::Handle< QuantLib::YieldTermStructure > & | , | ||
| const QuantLib::Handle< QuantLib::Quote > & | vol, | ||
| const QuantLib::Real | displacement, | ||
| const QuantLib::DayCounter & | dayCounter, | ||
| bool | permanent | ||
| ) |
◆ BlackCapFloorEngine() [2/2]
| QuantLibAddin::BlackCapFloorEngine::BlackCapFloorEngine | ( | const boost::shared_ptr< ObjectHandler::ValueObject > & | properties, |
| const QuantLib::Handle< QuantLib::YieldTermStructure > & | , | ||
| const QuantLib::Handle< QuantLib::OptionletVolatilityStructure > & | , | ||
| const QuantLib::Real | displacement, | ||
| bool | permanent | ||
| ) |
The documentation for this class was generated from the following file: