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

#include <qlo/swaptionvolstructure.hpp>

Inheritance diagram for QuantLibAddin::SpreadedSwaptionVolatility:
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Public Member Functions

 SpreadedSwaptionVolatility (const boost::shared_ptr< ObjectHandler::ValueObject > &properties, const QuantLib::Handle< QuantLib::SwaptionVolatilityStructure > &underlyingVolStructure, const QuantLib::Handle< QuantLib::Quote > &, bool permanent)
 

Constructor & Destructor Documentation

◆ SpreadedSwaptionVolatility()

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