QuantLibAddin::Issuer Class Reference

#include <qlo/credit.hpp>

Inheritance diagram for QuantLibAddin::Issuer:

Collaboration diagram for QuantLibAddin::Issuer:

Public Member Functions
	Issuer (const boost::shared_ptr< ObjectHandler::ValueObject > &properties, const boost::shared_ptr< QuantLib::DefaultProbabilityTermStructure > &dfts, const boost::shared_ptr< QuantLib::DefaultEventSet > &evtSet, bool permanent)

Detailed Description

Todo:

Default term structures should be associated to their seniority and recovery and passed as a vector of TS.

Constructor & Destructor Documentation

Issuer()

QuantLibAddin::Issuer::Issuer	(	const boost::shared_ptr< ObjectHandler::ValueObject > &	properties,
		const boost::shared_ptr< QuantLib::DefaultProbabilityTermStructure > &	dfts,
		const boost::shared_ptr< QuantLib::DefaultEventSet > &	evtSet,
		bool	permanent
	)

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

• credit.hpp