QuantLibAddin::ConstantSwaptionVolatility Class Reference

#include <qlo/swaptionvolstructure.hpp>

Inheritance diagram for QuantLibAddin::ConstantSwaptionVolatility:

Collaboration diagram for QuantLibAddin::ConstantSwaptionVolatility:

Public Member Functions
	ConstantSwaptionVolatility (const boost::shared_ptr< ObjectHandler::ValueObject > &, QuantLib::Natural settlementDays, const QuantLib::Calendar &cal, QuantLib::BusinessDayConvention bdc, const QuantLib::Handle< QuantLib::Quote > &vol, const QuantLib::DayCounter &dayCounter, bool permanent)

Constructor & Destructor Documentation

ConstantSwaptionVolatility()

QuantLibAddin::ConstantSwaptionVolatility::ConstantSwaptionVolatility	(	const boost::shared_ptr< ObjectHandler::ValueObject > &	,
		QuantLib::Natural	settlementDays,
		const QuantLib::Calendar &	cal,
		QuantLib::BusinessDayConvention	bdc,
		const QuantLib::Handle< QuantLib::Quote > &	vol,
		const QuantLib::DayCounter &	dayCounter,
		bool	permanent
	)

---

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

• swaptionvolstructure.hpp