QuantLibAddin::HazardRateCurve Class Reference

#include <qlo/credit.hpp>

Inheritance diagram for QuantLibAddin::HazardRateCurve:

Collaboration diagram for QuantLibAddin::HazardRateCurve:

Public Member Functions
	HazardRateCurve (const boost::shared_ptr< ObjectHandler::ValueObject > &properties, const std::vector< QuantLib::Date > &dates, const std::vector< QuantLib::Rate > &hazardRates, const QuantLib::DayCounter &dayCounter, bool permanent)
const std::vector< QuantLib::Time > &	times () const
const std::vector< QuantLib::Date > &	dates () const
const std::vector< QuantLib::Real > &	data () const

Constructor & Destructor Documentation

HazardRateCurve()

QuantLibAddin::HazardRateCurve::HazardRateCurve	(	const boost::shared_ptr< ObjectHandler::ValueObject > &	properties,
		const std::vector< QuantLib::Date > &	dates,
		const std::vector< QuantLib::Rate > &	hazardRates,
		const QuantLib::DayCounter &	dayCounter,
		bool	permanent
	)

Member Function Documentation

data()

const std::vector<QuantLib::Real>& QuantLibAddin::HazardRateCurve::data

(

)

const

dates()

const std::vector<QuantLib::Date>& QuantLibAddin::HazardRateCurve::dates

(

)

const

times()

const std::vector<QuantLib::Time>& QuantLibAddin::HazardRateCurve::times

(

)

const

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

• credit.hpp