QuantLibAddin::RendistatoCalculator Class Reference
#include <qlo/btp.hpp>
Inheritance diagram for QuantLibAddin::RendistatoCalculator:
Collaboration diagram for QuantLibAddin::RendistatoCalculator:
Public Member Functions | |
RendistatoCalculator (const boost::shared_ptr< ObjectHandler::ValueObject > &properties, const boost::shared_ptr< QuantLib::RendistatoBasket > &basket, const boost::shared_ptr< QuantLib::Euribor > &euriborIndex, const QuantLib::Handle< QuantLib::YieldTermStructure > &discountCurve, bool permanent) | |
Constructor & Destructor Documentation
◆ RendistatoCalculator()
QuantLibAddin::RendistatoCalculator::RendistatoCalculator | ( | const boost::shared_ptr< ObjectHandler::ValueObject > & | properties, |
const boost::shared_ptr< QuantLib::RendistatoBasket > & | basket, | ||
const boost::shared_ptr< QuantLib::Euribor > & | euriborIndex, | ||
const QuantLib::Handle< QuantLib::YieldTermStructure > & | discountCurve, | ||
bool | permanent | ||
) |
The documentation for this class was generated from the following file: