QuantLibAddin::PiecewiseFlatForwardCurve Class Reference

#include <qlo/credit.hpp>

Inheritance diagram for QuantLibAddin::PiecewiseFlatForwardCurve:
Collaboration diagram for QuantLibAddin::PiecewiseFlatForwardCurve:

Public Member Functions

 PiecewiseFlatForwardCurve (const boost::shared_ptr< ObjectHandler::ValueObject > &properties, const QuantLib::Date &referenceDate, const std::vector< boost::shared_ptr< QuantLib::RateHelper > > &qlrhs, const QuantLib::DayCounter &dayCounter, QuantLib::Real accuracy, bool permanent)
 

Constructor & Destructor Documentation

◆ PiecewiseFlatForwardCurve()

QuantLibAddin::PiecewiseFlatForwardCurve::PiecewiseFlatForwardCurve ( const boost::shared_ptr< ObjectHandler::ValueObject > &  properties,
const QuantLib::Date &  referenceDate,
const std::vector< boost::shared_ptr< QuantLib::RateHelper > > &  qlrhs,
const QuantLib::DayCounter &  dayCounter,
QuantLib::Real  accuracy,
bool  permanent 
)

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