QuantLibAddin::GeneralizedBlackScholesProcess Class Reference

#include <qlo/processes.hpp>

Inheritance diagram for QuantLibAddin::GeneralizedBlackScholesProcess:

Collaboration diagram for QuantLibAddin::GeneralizedBlackScholesProcess:

Public Member Functions
	GeneralizedBlackScholesProcess (const boost::shared_ptr< ObjectHandler::ValueObject > &properties, const boost::shared_ptr< QuantLib::BlackVolTermStructure > &blackVolTermStructureP, QuantLib::Real underlying, const QuantLib::DayCounter &dayCounter, const QuantLib::Date &settlementDate, QuantLib::Real riskFreeRate, QuantLib::Spread dividendYield, bool permanent)

Constructor & Destructor Documentation

GeneralizedBlackScholesProcess()

QuantLibAddin::GeneralizedBlackScholesProcess::GeneralizedBlackScholesProcess	(	const boost::shared_ptr< ObjectHandler::ValueObject > &	properties,
		const boost::shared_ptr< QuantLib::BlackVolTermStructure > &	blackVolTermStructureP,
		QuantLib::Real	underlying,
		const QuantLib::DayCounter &	dayCounter,
		const QuantLib::Date &	settlementDate,
		QuantLib::Real	riskFreeRate,
		QuantLib::Spread	dividendYield,
		bool	permanent
	)

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

• processes.hpp