Inheritance diagram for QuantLibAddin::CTSMMCapletOriginalCalibration:

Collaboration diagram for QuantLibAddin::CTSMMCapletOriginalCalibration:

Public Member Functions
	CTSMMCapletOriginalCalibration (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 > &alpha, bool lowestRoot, bool useFullApprox, bool permanent)

Constructor & Destructor Documentation

◆ CTSMMCapletOriginalCalibration()

QuantLibAddin::CTSMMCapletOriginalCalibration::CTSMMCapletOriginalCalibration	(	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 > &	alpha,
		bool	lowestRoot,
		bool	useFullApprox,
		bool	permanent
	)

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