QuantLibAddin::G2 Class Reference

#include <qlo/shortratemodels.hpp>

Inheritance diagram for QuantLibAddin::G2:

Collaboration diagram for QuantLibAddin::G2:

Public Member Functions
	G2 (const boost::shared_ptr< ObjectHandler::ValueObject > &properties, const QuantLib::Handle< QuantLib::YieldTermStructure > &termStructure, QuantLib::Real a, QuantLib::Real sigma, QuantLib::Real b, QuantLib::Real eta, QuantLib::Real rho, bool permanent)

Constructor & Destructor Documentation

G2()

QuantLibAddin::G2::G2	(	const boost::shared_ptr< ObjectHandler::ValueObject > &	properties,
		const QuantLib::Handle< QuantLib::YieldTermStructure > &	termStructure,
		QuantLib::Real	a,
		QuantLib::Real	sigma,
		QuantLib::Real	b,
		QuantLib::Real	eta,
		QuantLib::Real	rho,
		bool	permanent
	)

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

• shortratemodels.hpp