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

#include <qlo/marketmodels.hpp>

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Public Member Functions

 FlatVol (const boost::shared_ptr< ObjectHandler::ValueObject > &properties, const std::vector< QuantLib::Volatility > &volatilities, const boost::shared_ptr< QuantLib::PiecewiseConstantCorrelation > &corr, const QuantLib::EvolutionDescription &evolution, const QuantLib::Size numberOfFactors, const std::vector< QuantLib::Rate > &initialRates, const std::vector< QuantLib::Rate > &displacements, bool permanent)
 

Constructor & Destructor Documentation

◆ FlatVol()

QuantLibAddin::FlatVol::FlatVol ( const boost::shared_ptr< ObjectHandler::ValueObject > &  properties,
const std::vector< QuantLib::Volatility > &  volatilities,
const boost::shared_ptr< QuantLib::PiecewiseConstantCorrelation > &  corr,
const QuantLib::EvolutionDescription &  evolution,
const QuantLib::Size  numberOfFactors,
const std::vector< QuantLib::Rate > &  initialRates,
const std::vector< QuantLib::Rate > &  displacements,
bool  permanent 
)
The documentation for this class was generated from the following file: