Inheritance diagram for QuantLibAddin::DepositRateHelper:

Collaboration diagram for QuantLibAddin::DepositRateHelper:

Public Member Functions
	DepositRateHelper (const boost::shared_ptr< ObjectHandler::ValueObject > &properties, const QuantLib::Handle< QuantLib::Quote > &rate, const boost::shared_ptr< QuantLib::IborIndex > &iborIndex, bool permanent)

	DepositRateHelper (const boost::shared_ptr< ObjectHandler::ValueObject > &properties, const QuantLib::Handle< QuantLib::Quote > &quote, const QuantLib::Period &p, QuantLib::Natural settlementDays, const QuantLib::Calendar &calendar, QuantLib::BusinessDayConvention convention, bool endOfMonth, const QuantLib::DayCounter &dayCounter, bool permanent)

Public Member Functions inherited from QuantLibAddin::RateHelper
std::string	quoteName ()

Additional Inherited Members
Public Types inherited from QuantLibAddin::RateHelper
enum	DepoInclusionCriteria { AllDepos, DeposBeforeFirstFuturesStartDate, DeposBeforeFirstFuturesStartDatePlusOne, DeposBeforeFirstFuturesExpiryDate }

Protected Member Functions inherited from QuantLibAddin::RateHelper
	OH_LIB_CTOR (RateHelper, QuantLib::RateHelper)

Protected Attributes inherited from QuantLibAddin::RateHelper
std::string	quoteName_

Constructor & Destructor Documentation

◆ DepositRateHelper() [1/2]

QuantLibAddin::DepositRateHelper::DepositRateHelper	(	const boost::shared_ptr< ObjectHandler::ValueObject > &	properties,
		const QuantLib::Handle< QuantLib::Quote > &	rate,
		const boost::shared_ptr< QuantLib::IborIndex > &	iborIndex,
		bool	permanent
	)

QuantLibAddin::DepositRateHelper::DepositRateHelper	(	const boost::shared_ptr< ObjectHandler::ValueObject > &	properties,
		const QuantLib::Handle< QuantLib::Quote > &	quote,
		const QuantLib::Period &	p,
		QuantLib::Natural	settlementDays,
		const QuantLib::Calendar &	calendar,
		QuantLib::BusinessDayConvention	convention,
		bool	endOfMonth,
		const QuantLib::DayCounter &	dayCounter,
		bool	permanent
	)

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