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

#include <qlo/basketlossmodels.hpp>

Inheritance diagram for QuantLibAddin::IHGaussPoolLossModel:
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Public Member Functions

 IHGaussPoolLossModel (const boost::shared_ptr< ObjectHandler::ValueObject > &properties, const QuantLib::Real correlation, const std::vector< QuantLib::Real > &recoveryRates, const QuantLib::Size numBuckets, bool permanent)
 

Constructor & Destructor Documentation

◆ IHGaussPoolLossModel()

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