Inheritance diagram for QuantLibAddin::CTSMMCapletAlphaFormCalibration:

Collaboration diagram for QuantLibAddin::CTSMMCapletAlphaFormCalibration:

Public Member Functions
	CTSMMCapletAlphaFormCalibration (const boost::shared_ptr< ObjectHandler::ValueObject > &properties, const QuantLib::EvolutionDescription &evolution, const boost::shared_ptr< QuantLib::PiecewiseConstantCorrelation > &corr, const std::vector< boost::shared_ptr< QuantLib::PiecewiseConstantVariance > > &swapVariances, const std::vector< QuantLib::Volatility > &capletVols, const boost::shared_ptr< QuantLib::CurveState > &cs, QuantLib::Spread displacement, const std::vector< QuantLib::Real > &alphaInitial, const std::vector< QuantLib::Real > &alphaMax, const std::vector< QuantLib::Real > &alphaMin, bool maximizeHomogeneity, boost::shared_ptr< QuantLib::AlphaForm > &parametricForm, bool permanent)

Constructor & Destructor Documentation

◆ CTSMMCapletAlphaFormCalibration()

QuantLibAddin::CTSMMCapletAlphaFormCalibration::CTSMMCapletAlphaFormCalibration	(	const boost::shared_ptr< ObjectHandler::ValueObject > &	properties,
		const QuantLib::EvolutionDescription &	evolution,
		const boost::shared_ptr< QuantLib::PiecewiseConstantCorrelation > &	corr,
		const std::vector< boost::shared_ptr< QuantLib::PiecewiseConstantVariance > > &	swapVariances,
		const std::vector< QuantLib::Volatility > &	capletVols,
		const boost::shared_ptr< QuantLib::CurveState > &	cs,
		QuantLib::Spread	displacement,
		const std::vector< QuantLib::Real > &	alphaInitial,
		const std::vector< QuantLib::Real > &	alphaMax,
		const std::vector< QuantLib::Real > &	alphaMin,
		bool	maximizeHomogeneity,
		boost::shared_ptr< QuantLib::AlphaForm > &	parametricForm,
		bool	permanent
	)

The documentation for this class was generated from the following file: