QuantLibAddin::BlackCdsOptionEngine Class Reference
#include <qlo/cdsoption.hpp>
Inheritance diagram for QuantLibAddin::BlackCdsOptionEngine:
Collaboration diagram for QuantLibAddin::BlackCdsOptionEngine:
Public Member Functions | |
BlackCdsOptionEngine (const boost::shared_ptr< ObjectHandler::ValueObject > &properties, const QuantLib::Handle< QuantLib::DefaultProbabilityTermStructure > &, QuantLib::Real recoveryRate, const QuantLib::Handle< QuantLib::YieldTermStructure > &, const QuantLib::Handle< QuantLib::Quote > &vol, 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
◆ BlackCdsOptionEngine()
QuantLibAddin::BlackCdsOptionEngine::BlackCdsOptionEngine | ( | const boost::shared_ptr< ObjectHandler::ValueObject > & | properties, |
const QuantLib::Handle< QuantLib::DefaultProbabilityTermStructure > & | , | ||
QuantLib::Real | recoveryRate, | ||
const QuantLib::Handle< QuantLib::YieldTermStructure > & | , | ||
const QuantLib::Handle< QuantLib::Quote > & | vol, | ||
bool | permanent | ||
) |
The documentation for this class was generated from the following file: