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

#include <qlo/ctsmmcapletcalibration.hpp>

Inheritance diagram for QuantLibAddin::CTSMMCapletMaxHomogeneityCalibration:
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Public Member Functions

 CTSMMCapletMaxHomogeneityCalibration (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, QuantLib::Real caplet0Swaption1Priority, bool permanent)
 

Constructor & Destructor Documentation

◆ CTSMMCapletMaxHomogeneityCalibration()

QuantLibAddin::CTSMMCapletMaxHomogeneityCalibration::CTSMMCapletMaxHomogeneityCalibration ( 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,
QuantLib::Real  caplet0Swaption1Priority,
bool  permanent 
)
The documentation for this class was generated from the following file: