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

#include <qlo/latentmodels.hpp>

Inheritance diagram for QuantLibAddin::GaussianDefProbLM:
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Public Member Functions

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

Constructor & Destructor Documentation

◆ GaussianDefProbLM()

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