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: