Inheritance diagram for QuantLibAddin::JamshidianSwaptionEngine:

Collaboration diagram for QuantLibAddin::JamshidianSwaptionEngine:

Public Member Functions
	JamshidianSwaptionEngine (const boost::shared_ptr< ObjectHandler::ValueObject > &properties, const boost::shared_ptr< QuantLib::OneFactorAffineModel > &model, const QuantLib::Handle< QuantLib::YieldTermStructure > &termStructure, 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

◆ JamshidianSwaptionEngine()

QuantLibAddin::JamshidianSwaptionEngine::JamshidianSwaptionEngine	(	const boost::shared_ptr< ObjectHandler::ValueObject > &	properties,
		const boost::shared_ptr< QuantLib::OneFactorAffineModel > &	model,
		const QuantLib::Handle< QuantLib::YieldTermStructure > &	termStructure,
		bool	permanent
	)

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