QuantLibAddin::LmExtLinearExponentialVolModel Class Reference
#include <qlo/volatility.hpp>
Inheritance diagram for QuantLibAddin::LmExtLinearExponentialVolModel:
Collaboration diagram for QuantLibAddin::LmExtLinearExponentialVolModel:
Public Member Functions | |
LmExtLinearExponentialVolModel (const boost::shared_ptr< ObjectHandler::ValueObject > &properties, const std::vector< QuantLib::Time > &fixingTimes, QuantLib::Real a, QuantLib::Real b, QuantLib::Real c, QuantLib::Real d, bool permanent) | |
Constructor & Destructor Documentation
◆ LmExtLinearExponentialVolModel()
QuantLibAddin::LmExtLinearExponentialVolModel::LmExtLinearExponentialVolModel | ( | const boost::shared_ptr< ObjectHandler::ValueObject > & | properties, |
const std::vector< QuantLib::Time > & | fixingTimes, | ||
QuantLib::Real | a, | ||
QuantLib::Real | b, | ||
QuantLib::Real | c, | ||
QuantLib::Real | d, | ||
bool | permanent | ||
) |
The documentation for this class was generated from the following file: