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: