QuantLibAddin::FwdPeriodAdapter Class Reference
#include <qlo/marketmodels.hpp>
Inheritance diagram for QuantLibAddin::FwdPeriodAdapter:
Collaboration diagram for QuantLibAddin::FwdPeriodAdapter:
Public Member Functions | |
FwdPeriodAdapter (const boost::shared_ptr< ObjectHandler::ValueObject > &properties, const boost::shared_ptr< QuantLib::MarketModel > &largeModel, QuantLib::Size period, QuantLib::Size offset, const std::vector< QuantLib::Spread > &newDisplacements_, bool permanent) | |
Constructor & Destructor Documentation
◆ FwdPeriodAdapter()
QuantLibAddin::FwdPeriodAdapter::FwdPeriodAdapter | ( | const boost::shared_ptr< ObjectHandler::ValueObject > & | properties, |
const boost::shared_ptr< QuantLib::MarketModel > & | largeModel, | ||
QuantLib::Size | period, | ||
QuantLib::Size | offset, | ||
const std::vector< QuantLib::Spread > & | newDisplacements_, | ||
bool | permanent | ||
) |
The documentation for this class was generated from the following file: