QuantLibAddin::SmileSectionByCube Class Reference

#include <qlo/swaptionvolstructure.hpp>

Inheritance diagram for QuantLibAddin::SmileSectionByCube:

Collaboration diagram for QuantLibAddin::SmileSectionByCube:

Public Member Functions
	SmileSectionByCube (const boost::shared_ptr< ObjectHandler::ValueObject > &properties, const boost::shared_ptr< QuantLib::SwaptionVolatilityCube > &cube, const QuantLib::Period &optionTenors, const QuantLib::Period &swapTenors, bool permanent)
	SmileSectionByCube (const boost::shared_ptr< ObjectHandler::ValueObject > &properties, const boost::shared_ptr< QuantLib::SwaptionVolatilityCube > &cube, const QuantLib::Date &optionDate, const QuantLib::Period &swapTenors, bool permanent)

Constructor & Destructor Documentation

SmileSectionByCube() [1/2]

QuantLibAddin::SmileSectionByCube::SmileSectionByCube	(	const boost::shared_ptr< ObjectHandler::ValueObject > &	properties,
		const boost::shared_ptr< QuantLib::SwaptionVolatilityCube > &	cube,
		const QuantLib::Period &	optionTenors,
		const QuantLib::Period &	swapTenors,
		bool	permanent
	)

SmileSectionByCube() [2/2]

QuantLibAddin::SmileSectionByCube::SmileSectionByCube	(	const boost::shared_ptr< ObjectHandler::ValueObject > &	properties,
		const boost::shared_ptr< QuantLib::SwaptionVolatilityCube > &	cube,
		const QuantLib::Date &	optionDate,
		const QuantLib::Period &	swapTenors,
		bool	permanent
	)

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

• swaptionvolstructure.hpp