QuantLibAddin::PiecewiseConstantAbcdVariance Class Reference

#include <qlo/volatility.hpp>

Inheritance diagram for QuantLibAddin::PiecewiseConstantAbcdVariance:

Collaboration diagram for QuantLibAddin::PiecewiseConstantAbcdVariance:

Public Member Functions
	PiecewiseConstantAbcdVariance (const boost::shared_ptr< ObjectHandler::ValueObject > &properties, QuantLib::Real a, QuantLib::Real b, QuantLib::Real c, QuantLib::Real d, const QuantLib::Size resetIndex, const std::vector< QuantLib::Time > &rateTimes, bool permanent)

Constructor & Destructor Documentation

PiecewiseConstantAbcdVariance()

QuantLibAddin::PiecewiseConstantAbcdVariance::PiecewiseConstantAbcdVariance	(	const boost::shared_ptr< ObjectHandler::ValueObject > &	properties,
		QuantLib::Real	a,
		QuantLib::Real	b,
		QuantLib::Real	c,
		QuantLib::Real	d,
		const QuantLib::Size	resetIndex,
		const std::vector< QuantLib::Time > &	rateTimes,
		bool	permanent
	)

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

• volatility.hpp