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: