QuantLibAddin::CotSwapFromFwdCorrelation Class Reference

#include <qlo/correlation.hpp>

Inheritance diagram for QuantLibAddin::CotSwapFromFwdCorrelation:

Collaboration diagram for QuantLibAddin::CotSwapFromFwdCorrelation:

Public Member Functions
	CotSwapFromFwdCorrelation (const boost::shared_ptr< ObjectHandler::ValueObject > &properties, const boost::shared_ptr< QuantLib::PiecewiseConstantCorrelation > &, const QuantLib::CurveState &curveState, QuantLib::Real displacement, bool permanent)

Constructor & Destructor Documentation

CotSwapFromFwdCorrelation()

QuantLibAddin::CotSwapFromFwdCorrelation::CotSwapFromFwdCorrelation	(	const boost::shared_ptr< ObjectHandler::ValueObject > &	properties,
		const boost::shared_ptr< QuantLib::PiecewiseConstantCorrelation > &	,
		const QuantLib::CurveState &	curveState,
		QuantLib::Real	displacement,
		bool	permanent
	)

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

• correlation.hpp