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

#include <qlo/volatilities.hpp>

Inheritance diagram for QuantLibAddin::BlackVarianceSurface:
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Public Member Functions

 BlackVarianceSurface (const boost::shared_ptr< ObjectHandler::ValueObject > &properties, const QuantLib::Date &settlementDate, const QuantLib::Calendar &cal, const std::vector< QuantLib::Date > &dates, const std::vector< QuantLib::Rate > &strikes, const QuantLib::Matrix &vols, const QuantLib::DayCounter &dayCounter, bool permanent)
 

Constructor & Destructor Documentation

◆ BlackVarianceSurface()

QuantLibAddin::BlackVarianceSurface::BlackVarianceSurface ( const boost::shared_ptr< ObjectHandler::ValueObject > &  properties,
const QuantLib::Date &  settlementDate,
const QuantLib::Calendar &  cal,
const std::vector< QuantLib::Date > &  dates,
const std::vector< QuantLib::Rate > &  strikes,
const QuantLib::Matrix &  vols,
const QuantLib::DayCounter &  dayCounter,
bool  permanent 
)
The documentation for this class was generated from the following file: