Inheritance diagram for QuantLibAddin::StrippedOptionlet:

Collaboration diagram for QuantLibAddin::StrippedOptionlet:

Public Member Functions
	StrippedOptionlet (const boost::shared_ptr< ObjectHandler::ValueObject > &, QuantLib::Natural settlementDays, const QuantLib::Calendar &calendar, QuantLib::BusinessDayConvention businessDayConvention, const boost::shared_ptr< QuantLib::IborIndex > &index, const std::vector< QuantLib::Date > &optionletDates, const std::vector< QuantLib::Rate > &strikes, const std::vector< std::vector< QuantLib::Handle< QuantLib::Quote > > > &, const QuantLib::DayCounter &dc, QuantLib::VolatilityType type, QuantLib::Real shift, bool permanent)

Constructor & Destructor Documentation

◆ StrippedOptionlet()

QuantLibAddin::StrippedOptionlet::StrippedOptionlet	(	const boost::shared_ptr< ObjectHandler::ValueObject > &	,
		QuantLib::Natural	settlementDays,
		const QuantLib::Calendar &	calendar,
		QuantLib::BusinessDayConvention	businessDayConvention,
		const boost::shared_ptr< QuantLib::IborIndex > &	index,
		const std::vector< QuantLib::Date > &	optionletDates,
		const std::vector< QuantLib::Rate > &	strikes,
		const std::vector< std::vector< QuantLib::Handle< QuantLib::Quote > > > &	,
		const QuantLib::DayCounter &	dc,
		QuantLib::VolatilityType	type,
		QuantLib::Real	shift,
		bool	permanent
	)

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