Inheritance diagram for QuantLibAddin::MultiStepRatchet:

Collaboration diagram for QuantLibAddin::MultiStepRatchet:

Public Member Functions
	MultiStepRatchet (const boost::shared_ptr< ObjectHandler::ValueObject > &properties, const std::vector< QuantLib::Time > &rateTimes, const std::vector< QuantLib::Real > &accruals, const std::vector< QuantLib::Time > &paymentTimes, QuantLib::Real gearingOfFloor, QuantLib::Real gearingOfFixing, QuantLib::Rate spreadOfFloor, QuantLib::Rate spreadOfFixing, QuantLib::Real initialFloor, bool payer, bool permanent)

Public Member Functions inherited from QuantLibAddin::MarketModelMultiProduct
std::string	evolution () const

Additional Inherited Members
Protected Member Functions inherited from QuantLibAddin::MarketModelMultiProduct
	OH_LIB_CTOR (MarketModelMultiProduct, QuantLib::MarketModelMultiProduct)

Constructor & Destructor Documentation

◆ MultiStepRatchet()

QuantLibAddin::MultiStepRatchet::MultiStepRatchet	(	const boost::shared_ptr< ObjectHandler::ValueObject > &	properties,
		const std::vector< QuantLib::Time > &	rateTimes,
		const std::vector< QuantLib::Real > &	accruals,
		const std::vector< QuantLib::Time > &	paymentTimes,
		QuantLib::Real	gearingOfFloor,
		QuantLib::Real	gearingOfFixing,
		QuantLib::Rate	spreadOfFloor,
		QuantLib::Rate	spreadOfFixing,
		QuantLib::Real	initialFloor,
		bool	payer,
		bool	permanent
	)

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