Inheritance diagram for QuantLibAddin::FxSwapRateHelper:

Collaboration diagram for QuantLibAddin::FxSwapRateHelper:

Public Member Functions
	FxSwapRateHelper (const boost::shared_ptr< ObjectHandler::ValueObject > &properties, const QuantLib::Handle< QuantLib::Quote > &fwdPoint, const QuantLib::Handle< QuantLib::Quote > &spotFx, const QuantLib::Period &tenor, QuantLib::Natural fixingDays, const QuantLib::Calendar &calendar, QuantLib::BusinessDayConvention convention, bool endOfMonth, bool isFxBaseCurrencyCollateralCurrency, const QuantLib::Handle< QuantLib::YieldTermStructure > &collateralCurve, bool permanent)

Public Member Functions inherited from QuantLibAddin::RateHelper
std::string	quoteName ()

Additional Inherited Members
Public Types inherited from QuantLibAddin::RateHelper
enum	DepoInclusionCriteria { AllDepos, DeposBeforeFirstFuturesStartDate, DeposBeforeFirstFuturesStartDatePlusOne, DeposBeforeFirstFuturesExpiryDate }

Protected Member Functions inherited from QuantLibAddin::RateHelper
	OH_LIB_CTOR (RateHelper, QuantLib::RateHelper)

Protected Attributes inherited from QuantLibAddin::RateHelper
std::string	quoteName_

Constructor & Destructor Documentation

◆ FxSwapRateHelper()

QuantLibAddin::FxSwapRateHelper::FxSwapRateHelper	(	const boost::shared_ptr< ObjectHandler::ValueObject > &	properties,
		const QuantLib::Handle< QuantLib::Quote > &	fwdPoint,
		const QuantLib::Handle< QuantLib::Quote > &	spotFx,
		const QuantLib::Period &	tenor,
		QuantLib::Natural	fixingDays,
		const QuantLib::Calendar &	calendar,
		QuantLib::BusinessDayConvention	convention,
		bool	endOfMonth,
		bool	isFxBaseCurrencyCollateralCurrency,
		const QuantLib::Handle< QuantLib::YieldTermStructure > &	collateralCurve,
		bool	permanent
	)

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