Inheritance diagram for QuantLibAddin::G2SwaptionEngine:

Collaboration diagram for QuantLibAddin::G2SwaptionEngine:

Public Member Functions
	G2SwaptionEngine (const boost::shared_ptr< ObjectHandler::ValueObject > &properties, const boost::shared_ptr< QuantLib::G2 > &model, QuantLib::Real range, QuantLib::Size intervals, bool permanent)

Public Member Functions inherited from QuantLibAddin::PricingEngine
	PricingEngine (const boost::shared_ptr< ObjectHandler::ValueObject > &properties, const std::string &engineID, const boost::shared_ptr< QuantLib::GeneralizedBlackScholesProcess > &process, bool permanent)

	PricingEngine (const boost::shared_ptr< ObjectHandler::ValueObject > &properties, const std::string &engineID, const boost::shared_ptr< QuantLib::GeneralizedBlackScholesProcess > &process, const long &timeSteps, bool permanent)

Additional Inherited Members
Protected Member Functions inherited from QuantLibAddin::PricingEngine
	OH_LIB_CTOR (PricingEngine, QuantLib::PricingEngine)

Constructor & Destructor Documentation

◆ G2SwaptionEngine()

QuantLibAddin::G2SwaptionEngine::G2SwaptionEngine	(	const boost::shared_ptr< ObjectHandler::ValueObject > &	properties,
		const boost::shared_ptr< QuantLib::G2 > &	model,
		QuantLib::Real	range,
		QuantLib::Size	intervals,
		bool	permanent
	)

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