QuantLibAddin::IntegralNtdEngine Class Reference

#include <qlo/credit.hpp>

Inheritance diagram for QuantLibAddin::IntegralNtdEngine:
Collaboration diagram for QuantLibAddin::IntegralNtdEngine:

Public Member Functions

 IntegralNtdEngine (const boost::shared_ptr< ObjectHandler::ValueObject > &properties, const QuantLib::Period &step, const QuantLib::Handle< QuantLib::YieldTermStructure > &, bool permanent)
 
- Public Member Functions inherited from QuantLibAddin::PricingEngine
 PricingEngine (const boost::shared_ptr< ObjectHandler::ValueObject > &properties, const std::string &engineID, const boost::shared_ptr< QuantLib::GeneralizedBlackScholesProcess > &process, bool permanent)
 
 PricingEngine (const boost::shared_ptr< ObjectHandler::ValueObject > &properties, const std::string &engineID, const boost::shared_ptr< QuantLib::GeneralizedBlackScholesProcess > &process, const long &timeSteps, bool permanent)
 

Additional Inherited Members

- Protected Member Functions inherited from QuantLibAddin::PricingEngine
 OH_LIB_CTOR (PricingEngine, QuantLib::PricingEngine)
 

Constructor & Destructor Documentation

◆ IntegralNtdEngine()

QuantLibAddin::IntegralNtdEngine::IntegralNtdEngine ( const boost::shared_ptr< ObjectHandler::ValueObject > &  properties,
const QuantLib::Period &  step,
const QuantLib::Handle< QuantLib::YieldTermStructure > &  ,
bool  permanent 
)

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