QuantLibAddin::PiecewiseHazardRateCurve Class Reference

#include <qlo/credit.hpp>

Inheritance diagram for QuantLibAddin::PiecewiseHazardRateCurve:

Collaboration diagram for QuantLibAddin::PiecewiseHazardRateCurve:

Public Member Functions
	PiecewiseHazardRateCurve (const boost::shared_ptr< ObjectHandler::ValueObject > &properties, const std::vector< boost::shared_ptr< QuantLib::DefaultProbabilityHelper > > &helpers, const QuantLib::DayCounter &dayCounter, const QuantLib::Calendar &calendar, const std::string &interpolator, QuantLib::Real accuracy, bool permanent)
const std::vector< QuantLib::Date > &	dates () const
const std::vector< QuantLib::Real > &	data () const

Constructor & Destructor Documentation

PiecewiseHazardRateCurve()

QuantLibAddin::PiecewiseHazardRateCurve::PiecewiseHazardRateCurve	(	const boost::shared_ptr< ObjectHandler::ValueObject > &	properties,
		const std::vector< boost::shared_ptr< QuantLib::DefaultProbabilityHelper > > &	helpers,
		const QuantLib::DayCounter &	dayCounter,
		const QuantLib::Calendar &	calendar,
		const std::string &	interpolator,
		QuantLib::Real	accuracy,
		bool	permanent
	)

Member Function Documentation

data()

const std::vector<QuantLib::Real>& QuantLibAddin::PiecewiseHazardRateCurve::data

(

)

const

dates()

const std::vector<QuantLib::Date>& QuantLibAddin::PiecewiseHazardRateCurve::dates

(

)

const

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

• credit.hpp