QuantLibAddin::BondHelper Class Reference
#include <qlo/ratehelpers.hpp>
Inheritance diagram for QuantLibAddin::BondHelper:
Collaboration diagram for QuantLibAddin::BondHelper:
Public Member Functions | |
| BondHelper (const boost::shared_ptr< ObjectHandler::ValueObject > &properties, const QuantLib::Handle< QuantLib::Quote > &price, const boost::shared_ptr< QuantLib::Bond > &bond, const bool useCleanPrice, bool permanent) | |
 Public Member Functions inherited from QuantLibAddin::RateHelper | |
| std::string | quoteName () |
Additional Inherited Members | |
| Public Types inherited from QuantLibAddin::RateHelper | |
| enum | DepoInclusionCriteria { AllDepos, DeposBeforeFirstFuturesStartDate, DeposBeforeFirstFuturesStartDatePlusOne, DeposBeforeFirstFuturesExpiryDate } |
| Protected Member Functions inherited from QuantLibAddin::RateHelper | |
| OH_LIB_CTOR (RateHelper, QuantLib::RateHelper) | |
| Protected Attributes inherited from QuantLibAddin::RateHelper | |
| std::string | quoteName_ |
Constructor & Destructor Documentation
◆ BondHelper()
| QuantLibAddin::BondHelper::BondHelper | ( | const boost::shared_ptr< ObjectHandler::ValueObject > & | properties, |
| const QuantLib::Handle< QuantLib::Quote > & | price, | ||
| const boost::shared_ptr< QuantLib::Bond > & | bond, | ||
| const bool | useCleanPrice, | ||
| bool | permanent | ||
| ) |
The documentation for this class was generated from the following file: