Inheritance diagram for QuantLibAddin::NumericHaganPricer:

Collaboration diagram for QuantLibAddin::NumericHaganPricer:

Public Member Functions
	NumericHaganPricer (const boost::shared_ptr< ObjectHandler::ValueObject > &properties, const QuantLib::Handle< QuantLib::SwaptionVolatilityStructure > &swaptionVol, QuantLib::GFunctionFactory::YieldCurveModel modelOfYieldCurve, const QuantLib::Handle< QuantLib::Quote > &meanReversion, QuantLib::Rate lowerLimit, QuantLib::Rate upperLimit, QuantLib::Real precision, bool permanent)

Public Member Functions inherited from QuantLibAddin::CmsCouponPricer
	CmsCouponPricer (const boost::shared_ptr< ObjectHandler::ValueObject > &properties, const QuantLib::Handle< QuantLib::SwaptionVolatilityStructure > &vol, const std::string &typeOfCmsCouponPricer, QuantLib::GFunctionFactory::YieldCurveModel modelOfYieldCurve, const QuantLib::Handle< QuantLib::Quote > &meanReversion, bool permanent)

Additional Inherited Members
Protected Member Functions inherited from QuantLibAddin::CmsCouponPricer
	OH_OBJ_CTOR (CmsCouponPricer, FloatingRateCouponPricer)

Constructor & Destructor Documentation

◆ NumericHaganPricer()

QuantLibAddin::NumericHaganPricer::NumericHaganPricer	(	const boost::shared_ptr< ObjectHandler::ValueObject > &	properties,
		const QuantLib::Handle< QuantLib::SwaptionVolatilityStructure > &	swaptionVol,
		QuantLib::GFunctionFactory::YieldCurveModel	modelOfYieldCurve,
		const QuantLib::Handle< QuantLib::Quote > &	meanReversion,
		QuantLib::Rate	lowerLimit,
		QuantLib::Rate	upperLimit,
		QuantLib::Real	precision,
		bool	permanent
	)

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