Public Types | Public Member Functions | Protected Member Functions | Protected Attributes | List of all members
QuantLibAddin::RateHelper Class Reference

#include <qlo/ratehelpers.hpp>

Inheritance diagram for QuantLibAddin::RateHelper:
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Public Types

enum  DepoInclusionCriteria { AllDepos, DeposBeforeFirstFuturesStartDate, DeposBeforeFirstFuturesStartDatePlusOne, DeposBeforeFirstFuturesExpiryDate }
 

Public Member Functions

std::string quoteName ()
 

Protected Member Functions

 OH_LIB_CTOR (RateHelper, QuantLib::RateHelper)
 

Protected Attributes

std::string quoteName_
 

Member Enumeration Documentation

◆ DepoInclusionCriteria

enum QuantLibAddin::RateHelper::DepoInclusionCriteria
Enumerator
AllDepos 
DeposBeforeFirstFuturesStartDate 
DeposBeforeFirstFuturesStartDatePlusOne 
DeposBeforeFirstFuturesExpiryDate 

Member Function Documentation

◆ OH_LIB_CTOR()

QuantLibAddin::RateHelper::OH_LIB_CTOR ( RateHelper  ,
QuantLib::RateHelper   
)
protected

◆ quoteName()

std::string QuantLibAddin::RateHelper::quoteName ( )
inline

Member Data Documentation

◆ quoteName_

std::string QuantLibAddin::RateHelper::quoteName_
protected
The documentation for this class was generated from the following file: