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

#include <qlo/smilesection.hpp>

Inheritance diagram for QuantLibAddin::InterpolatedSmileSection:
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Public Member Functions

 InterpolatedSmileSection (const boost::shared_ptr< ObjectHandler::ValueObject > &properties, const QuantLib::Date &optionDate, const std::vector< QuantLib::Rate > &strikes, const std::vector< QuantLib::Handle< QuantLib::Quote > > &stdDevs, const QuantLib::Handle< QuantLib::Quote > &atmLevel, const QuantLib::DayCounter &dc, QuantLib::VolatilityType type, QuantLib::Real shift, bool permanent)
 

Constructor & Destructor Documentation

◆ InterpolatedSmileSection()

QuantLibAddin::InterpolatedSmileSection::InterpolatedSmileSection ( const boost::shared_ptr< ObjectHandler::ValueObject > &  properties,
const QuantLib::Date &  optionDate,
const std::vector< QuantLib::Rate > &  strikes,
const std::vector< QuantLib::Handle< QuantLib::Quote > > &  stdDevs,
const QuantLib::Handle< QuantLib::Quote > &  atmLevel,
const QuantLib::DayCounter &  dc,
QuantLib::VolatilityType  type,
QuantLib::Real  shift,
bool  permanent 
)
The documentation for this class was generated from the following file: