Public Member Functions | List of all members
QuantLibAddin::GaussianBinomialLossModel Class Reference

#include <qlo/basketlossmodels.hpp>

Inheritance diagram for QuantLibAddin::GaussianBinomialLossModel:
Inheritance graph
[legend]
Collaboration diagram for QuantLibAddin::GaussianBinomialLossModel:
Collaboration graph
[legend]

Public Member Functions

 GaussianBinomialLossModel (const boost::shared_ptr< ObjectHandler::ValueObject > &properties, const std::vector< std::vector< QuantLib::Real > > &factorWeights, const std::vector< QuantLib::Real > &recoveryRates, bool permanent)
 

Constructor & Destructor Documentation

◆ GaussianBinomialLossModel()

QuantLibAddin::GaussianBinomialLossModel::GaussianBinomialLossModel ( const boost::shared_ptr< ObjectHandler::ValueObject > &  properties,
const std::vector< std::vector< QuantLib::Real > > &  factorWeights,
const std::vector< QuantLib::Real > &  recoveryRates,
bool  permanent 
)
The documentation for this class was generated from the following file: