Inheritance diagram for QuantLibAddin::CmsMarket:

Collaboration diagram for QuantLibAddin::CmsMarket:

Public Member Functions
	CmsMarket (const boost::shared_ptr< ObjectHandler::ValueObject > &properties, const std::vector< QuantLib::Period > &expiries, const std::vector< boost::shared_ptr< QuantLib::SwapIndex > > &swapIndices, const boost::shared_ptr< QuantLib::IborIndex > &iborIndex, const std::vector< std::vector< QuantLib::Handle< QuantLib::Quote > > > &bidAskSpreads, const std::vector< boost::shared_ptr< QuantLib::CmsCouponPricer > > &pricers, const QuantLib::Handle< QuantLib::YieldTermStructure > &discountingTS, bool permanent)

std::vector< std::vector< ObjectHandler::property_t > >	getCmsMarket ()

Constructor & Destructor Documentation

◆ CmsMarket()

QuantLibAddin::CmsMarket::CmsMarket	(	const boost::shared_ptr< ObjectHandler::ValueObject > &	properties,
		const std::vector< QuantLib::Period > &	expiries,
		const std::vector< boost::shared_ptr< QuantLib::SwapIndex > > &	swapIndices,
		const boost::shared_ptr< QuantLib::IborIndex > &	iborIndex,
		const std::vector< std::vector< QuantLib::Handle< QuantLib::Quote > > > &	bidAskSpreads,
		const std::vector< boost::shared_ptr< QuantLib::CmsCouponPricer > > &	pricers,
		const QuantLib::Handle< QuantLib::YieldTermStructure > &	discountingTS,
		bool	permanent
	)

std::vector<std::vector<ObjectHandler::property_t> > QuantLibAddin::CmsMarket::getCmsMarket ( )

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