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

#include <qlo/quotes.hpp>

Inheritance diagram for QuantLibAddin::FuturesConvAdjustmentQuote:
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Collaboration diagram for QuantLibAddin::FuturesConvAdjustmentQuote:
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Public Member Functions

 FuturesConvAdjustmentQuote (const boost::shared_ptr< ObjectHandler::ValueObject > &properties, const boost::shared_ptr< QuantLib::IborIndex > &index, const std::string &immCode, const QuantLib::Handle< QuantLib::Quote > &futuresQuote, const QuantLib::Handle< QuantLib::Quote > &volatility, const QuantLib::Handle< QuantLib::Quote > &meanReversion, bool permanent)
 

Constructor & Destructor Documentation

◆ FuturesConvAdjustmentQuote()

QuantLibAddin::FuturesConvAdjustmentQuote::FuturesConvAdjustmentQuote ( const boost::shared_ptr< ObjectHandler::ValueObject > &  properties,
const boost::shared_ptr< QuantLib::IborIndex > &  index,
const std::string &  immCode,
const QuantLib::Handle< QuantLib::Quote > &  futuresQuote,
const QuantLib::Handle< QuantLib::Quote > &  volatility,
const QuantLib::Handle< QuantLib::Quote > &  meanReversion,
bool  permanent 
)
The documentation for this class was generated from the following file: