Public Member Functions | List of all members
QuantLibAddin::SpreadedOptionletVolatility Class Reference

#include <qlo/capletvolstructure.hpp>

Inheritance diagram for QuantLibAddin::SpreadedOptionletVolatility:
Inheritance graph
[legend]
Collaboration diagram for QuantLibAddin::SpreadedOptionletVolatility:
Collaboration graph
[legend]

Public Member Functions

 SpreadedOptionletVolatility (const boost::shared_ptr< ObjectHandler::ValueObject > &properties, const QuantLib::Handle< QuantLib::OptionletVolatilityStructure > &, const QuantLib::Handle< QuantLib::Quote > &, bool permanent)
 

Constructor & Destructor Documentation

◆ SpreadedOptionletVolatility()

QuantLibAddin::SpreadedOptionletVolatility::SpreadedOptionletVolatility ( const boost::shared_ptr< ObjectHandler::ValueObject > &  properties,
const QuantLib::Handle< QuantLib::OptionletVolatilityStructure > &  ,
const QuantLib::Handle< QuantLib::Quote > &  ,
bool  permanent 
)
The documentation for this class was generated from the following file: