Inheritance diagram for QuantLibAddin::HistoricalForwardRatesAnalysis:

Collaboration diagram for QuantLibAddin::HistoricalForwardRatesAnalysis:

Public Member Functions
	HistoricalForwardRatesAnalysis (const boost::shared_ptr< ObjectHandler::ValueObject > &properties, const boost::shared_ptr< QuantLib::SequenceStatistics > &stats, const QuantLib::Date &startDate, const QuantLib::Date &endDate, const QuantLib::Period &step, const boost::shared_ptr< QuantLib::InterestRateIndex > &, const QuantLib::Period &initialGap, const QuantLib::Period &horizon, const std::vector< boost::shared_ptr< QuantLib::IborIndex > > &, const std::vector< boost::shared_ptr< QuantLib::SwapIndex > > &, const QuantLib::DayCounter &yieldCurveDayCounter, const std::string &traitsID, const std::string &interpolatorID, QuantLib::Real yieldCurveAccuracy, bool permanent)

Constructor & Destructor Documentation

◆ HistoricalForwardRatesAnalysis()

QuantLibAddin::HistoricalForwardRatesAnalysis::HistoricalForwardRatesAnalysis	(	const boost::shared_ptr< ObjectHandler::ValueObject > &	properties,
		const boost::shared_ptr< QuantLib::SequenceStatistics > &	stats,
		const QuantLib::Date &	startDate,
		const QuantLib::Date &	endDate,
		const QuantLib::Period &	step,
		const boost::shared_ptr< QuantLib::InterestRateIndex > &	,
		const QuantLib::Period &	initialGap,
		const QuantLib::Period &	horizon,
		const std::vector< boost::shared_ptr< QuantLib::IborIndex > > &	,
		const std::vector< boost::shared_ptr< QuantLib::SwapIndex > > &	,
		const QuantLib::DayCounter &	yieldCurveDayCounter,
		const std::string &	traitsID,
		const std::string &	interpolatorID,
		QuantLib::Real	yieldCurveAccuracy,
		bool	permanent
	)

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