QuantLibAddin::FlatSmileSection Class Reference

#include <qlo/smilesection.hpp>

Inheritance diagram for QuantLibAddin::FlatSmileSection:
Collaboration diagram for QuantLibAddin::FlatSmileSection:

Public Member Functions

 FlatSmileSection (const boost::shared_ptr< ObjectHandler::ValueObject > &properties, const QuantLib::Date &optionDate, QuantLib::Volatility v, const QuantLib::DayCounter &dc, const QuantLib::Date &refDate, QuantLib::Real atmValue, QuantLib::VolatilityType type, QuantLib::Real shift, bool permanent)
 

Constructor & Destructor Documentation

◆ FlatSmileSection()

QuantLibAddin::FlatSmileSection::FlatSmileSection ( const boost::shared_ptr< ObjectHandler::ValueObject > &  properties,
const QuantLib::Date &  optionDate,
QuantLib::Volatility  v,
const QuantLib::DayCounter &  dc,
const QuantLib::Date &  refDate,
QuantLib::Real  atmValue,
QuantLib::VolatilityType  type,
QuantLib::Real  shift,
bool  permanent 
)

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