QuantLibAddin::ConstantOptionletVolatility Class Reference

#include <qlo/capletvolstructure.hpp>

Inheritance diagram for QuantLibAddin::ConstantOptionletVolatility:

Collaboration diagram for QuantLibAddin::ConstantOptionletVolatility:

Public Member Functions
	ConstantOptionletVolatility (const boost::shared_ptr< ObjectHandler::ValueObject > &, QuantLib::Natural settlementDays, const QuantLib::Calendar &cal, QuantLib::BusinessDayConvention bdc, const QuantLib::Handle< QuantLib::Quote > &volatility, const QuantLib::DayCounter &dayCounter, QuantLib::VolatilityType type, QuantLib::Real shift, bool permanent)

Constructor & Destructor Documentation

ConstantOptionletVolatility()

QuantLibAddin::ConstantOptionletVolatility::ConstantOptionletVolatility	(	const boost::shared_ptr< ObjectHandler::ValueObject > &	,
		QuantLib::Natural	settlementDays,
		const QuantLib::Calendar &	cal,
		QuantLib::BusinessDayConvention	bdc,
		const QuantLib::Handle< QuantLib::Quote > &	volatility,
		const QuantLib::DayCounter &	dayCounter,
		QuantLib::VolatilityType	type,
		QuantLib::Real	shift,
		bool	permanent
	)

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

• capletvolstructure.hpp