QuantLibAddin::RangeAccrualPricerByBgm Class Reference

#include <qlo/rangeaccrual.hpp>

Inheritance diagram for QuantLibAddin::RangeAccrualPricerByBgm:

Collaboration diagram for QuantLibAddin::RangeAccrualPricerByBgm:

Public Member Functions
	RangeAccrualPricerByBgm (const boost::shared_ptr< ObjectHandler::ValueObject > &properties, QuantLib::Real correlation, const boost::shared_ptr< QuantLib::SmileSection > &smilesOnExpiry, const boost::shared_ptr< QuantLib::SmileSection > &smilesOnPayment, bool isClosedFormula, bool byCallSpread, bool permanent)

Constructor & Destructor Documentation

RangeAccrualPricerByBgm()

QuantLibAddin::RangeAccrualPricerByBgm::RangeAccrualPricerByBgm	(	const boost::shared_ptr< ObjectHandler::ValueObject > &	properties,
		QuantLib::Real	correlation,
		const boost::shared_ptr< QuantLib::SmileSection > &	smilesOnExpiry,
		const boost::shared_ptr< QuantLib::SmileSection > &	smilesOnPayment,
		bool	isClosedFormula,
		bool	byCallSpread,
		bool	permanent
	)

---

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

• rangeaccrual.hpp