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

#include <qlo/correlation.hpp>

Inheritance diagram for QuantLibAddin::HistoricalRatesAnalysis:
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Public Member Functions

 HistoricalRatesAnalysis (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 std::vector< boost::shared_ptr< QuantLib::InterestRateIndex > > &, bool permanent)
 

Constructor & Destructor Documentation

◆ HistoricalRatesAnalysis()

QuantLibAddin::HistoricalRatesAnalysis::HistoricalRatesAnalysis ( 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 std::vector< boost::shared_ptr< QuantLib::InterestRateIndex > > &  ,
bool  permanent 
)
The documentation for this class was generated from the following file: