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

#include <qlo/correlation.hpp>

Inheritance diagram for QuantLibAddin::ExponentialForwardCorrelation:
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Public Member Functions

 ExponentialForwardCorrelation (const boost::shared_ptr< ObjectHandler::ValueObject > &properties, const std::vector< QuantLib::Time > &rateTimes, QuantLib::Real longTermCorr, QuantLib::Real beta, QuantLib::Real gamma, const std::vector< QuantLib::Time > &times, bool permanent)
 

Constructor & Destructor Documentation

◆ ExponentialForwardCorrelation()

QuantLibAddin::ExponentialForwardCorrelation::ExponentialForwardCorrelation ( const boost::shared_ptr< ObjectHandler::ValueObject > &  properties,
const std::vector< QuantLib::Time > &  rateTimes,
QuantLib::Real  longTermCorr,
QuantLib::Real  beta,
QuantLib::Real  gamma,
const std::vector< QuantLib::Time > &  times,
bool  permanent 
)
The documentation for this class was generated from the following file: