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

#include <qlo/getcovariance.hpp>

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Public Member Functions

 CovarianceDecomposition (const boost::shared_ptr< ObjectHandler::ValueObject > &properties, const QuantLib::Matrix &cov, QuantLib::Real tol, bool permanent)
 

Constructor & Destructor Documentation

◆ CovarianceDecomposition()

QuantLibAddin::CovarianceDecomposition::CovarianceDecomposition ( const boost::shared_ptr< ObjectHandler::ValueObject > &  properties,
const QuantLib::Matrix &  cov,
QuantLib::Real  tol,
bool  permanent 
)
The documentation for this class was generated from the following file: