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

#include <qlo/basketlossmodels.hpp>

Inheritance diagram for QuantLibAddin::GaussianLHPLossModel:
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Public Member Functions

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

Constructor & Destructor Documentation

◆ GaussianLHPLossModel()

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