Inheritance diagram for QuantLibAddin::ForwardRateAgreement:

Collaboration diagram for QuantLibAddin::ForwardRateAgreement:

Public Member Functions
	ForwardRateAgreement (const boost::shared_ptr< ObjectHandler::ValueObject > &properties, const QuantLib::Date &valueDate, const QuantLib::Date &maturityDate, QuantLib::Position::Type type, QuantLib::Rate strike, double notional, const boost::shared_ptr< QuantLib::IborIndex > &index, const QuantLib::Handle< QuantLib::YieldTermStructure > &hYTS, bool permanent)

Public Member Functions inherited from QuantLibAddin::Instrument
void	setPricingEngine (boost::shared_ptr< PricingEngine > &e) const

Constructor & Destructor Documentation

◆ ForwardRateAgreement()

QuantLibAddin::ForwardRateAgreement::ForwardRateAgreement	(	const boost::shared_ptr< ObjectHandler::ValueObject > &	properties,
		const QuantLib::Date &	valueDate,
		const QuantLib::Date &	maturityDate,
		QuantLib::Position::Type	type,
		QuantLib::Rate	strike,
		double	notional,
		const boost::shared_ptr< QuantLib::IborIndex > &	index,
		const QuantLib::Handle< QuantLib::YieldTermStructure > &	hYTS,
		bool	permanent
	)

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