QuantLibAddin::RecursiveGaussLossModel Class Reference
#include <qlo/basketlossmodels.hpp>
Inheritance diagram for QuantLibAddin::RecursiveGaussLossModel:
Collaboration diagram for QuantLibAddin::RecursiveGaussLossModel:
Public Member Functions | |
RecursiveGaussLossModel (const boost::shared_ptr< ObjectHandler::ValueObject > &properties, const std::vector< std::vector< QuantLib::Real > > &factorWeights, const std::vector< QuantLib::Real > &recoveryRates, bool permanent) | |
Constructor & Destructor Documentation
◆ RecursiveGaussLossModel()
QuantLibAddin::RecursiveGaussLossModel::RecursiveGaussLossModel | ( | const boost::shared_ptr< ObjectHandler::ValueObject > & | properties, |
const std::vector< std::vector< QuantLib::Real > > & | factorWeights, | ||
const std::vector< QuantLib::Real > & | recoveryRates, | ||
bool | permanent | ||
) |
The documentation for this class was generated from the following file: