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

#include <qlo/conundrumpricer.hpp>

Inheritance diagram for QuantLibAddin::CmsCouponPricer:
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Collaboration diagram for QuantLibAddin::CmsCouponPricer:
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Public Member Functions

 CmsCouponPricer (const boost::shared_ptr< ObjectHandler::ValueObject > &properties, const QuantLib::Handle< QuantLib::SwaptionVolatilityStructure > &vol, const std::string &typeOfCmsCouponPricer, QuantLib::GFunctionFactory::YieldCurveModel modelOfYieldCurve, const QuantLib::Handle< QuantLib::Quote > &meanReversion, bool permanent)
 

Protected Member Functions

 OH_OBJ_CTOR (CmsCouponPricer, FloatingRateCouponPricer)
 

Constructor & Destructor Documentation

◆ CmsCouponPricer()

QuantLibAddin::CmsCouponPricer::CmsCouponPricer ( const boost::shared_ptr< ObjectHandler::ValueObject > &  properties,
const QuantLib::Handle< QuantLib::SwaptionVolatilityStructure > &  vol,
const std::string &  typeOfCmsCouponPricer,
QuantLib::GFunctionFactory::YieldCurveModel  modelOfYieldCurve,
const QuantLib::Handle< QuantLib::Quote > &  meanReversion,
bool  permanent 
)

Member Function Documentation

◆ OH_OBJ_CTOR()

QuantLibAddin::CmsCouponPricer::OH_OBJ_CTOR ( CmsCouponPricer  ,
FloatingRateCouponPricer   
)
protected
The documentation for this class was generated from the following file: