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

#include <qlo/marketmodels.hpp>

Inheritance diagram for QuantLibAddin::FlatVolFactory:
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Public Member Functions

 FlatVolFactory (const boost::shared_ptr< ObjectHandler::ValueObject > &properties, QuantLib::Real longTermCorr, QuantLib::Real beta, const std::vector< QuantLib::Time > &times, const std::vector< QuantLib::Volatility > &vols, const QuantLib::Handle< QuantLib::YieldTermStructure > &yieldCurve, QuantLib::Spread displacement, bool permanent)
 

Constructor & Destructor Documentation

◆ FlatVolFactory()

QuantLibAddin::FlatVolFactory::FlatVolFactory ( const boost::shared_ptr< ObjectHandler::ValueObject > &  properties,
QuantLib::Real  longTermCorr,
QuantLib::Real  beta,
const std::vector< QuantLib::Time > &  times,
const std::vector< QuantLib::Volatility > &  vols,
const QuantLib::Handle< QuantLib::YieldTermStructure > &  yieldCurve,
QuantLib::Spread  displacement,
bool  permanent 
)
The documentation for this class was generated from the following file: