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: