Inheritance diagram for QuantLibAddin::OneStepOptionlets:

Collaboration diagram for QuantLibAddin::OneStepOptionlets:

Public Member Functions
	OneStepOptionlets (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, const std::vector< boost::shared_ptr< QuantLib::Payoff > > &, 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

◆ OneStepOptionlets()

QuantLibAddin::OneStepOptionlets::OneStepOptionlets	(	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,
		const std::vector< boost::shared_ptr< QuantLib::Payoff > > &	,
		bool	permanent
	)

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