Public Member Functions | List of all members
QuantLibAddin::OptionletStripper2 Class Reference

#include <qlo/capletvolstructure.hpp>

Inheritance diagram for QuantLibAddin::OptionletStripper2:
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Public Member Functions

 OptionletStripper2 (const boost::shared_ptr< ObjectHandler::ValueObject > &, const boost::shared_ptr< QuantLib::OptionletStripper1 > &, const QuantLib::Handle< QuantLib::CapFloorTermVolCurve > &, bool permanent)
 

Constructor & Destructor Documentation

◆ OptionletStripper2()

QuantLibAddin::OptionletStripper2::OptionletStripper2 ( const boost::shared_ptr< ObjectHandler::ValueObject > &  ,
const boost::shared_ptr< QuantLib::OptionletStripper1 > &  ,
const QuantLib::Handle< QuantLib::CapFloorTermVolCurve > &  ,
bool  permanent 
)
The documentation for this class was generated from the following file: