Inheritance diagram for QuantLibAddin::SwaptionHelper:

Collaboration diagram for QuantLibAddin::SwaptionHelper:

Public Member Functions
	SwaptionHelper (const boost::shared_ptr< ObjectHandler::ValueObject > &properties, const QuantLib::Period &maturity, const QuantLib::Period &length, const QuantLib::Handle< QuantLib::Quote > &volatility, const boost::shared_ptr< QuantLib::IborIndex > &index, const QuantLib::Period &fixedLegTenor, const QuantLib::DayCounter &fixedLegDayCounter, const QuantLib::DayCounter &floatingLegDayCounter, const QuantLib::Handle< QuantLib::YieldTermStructure > &termStructure, bool permanent)

Additional Inherited Members
Protected Member Functions inherited from QuantLibAddin::BlackCalibrationHelper
	OH_LIB_CTOR (BlackCalibrationHelper, QuantLib::BlackCalibrationHelper)

Constructor & Destructor Documentation

◆ SwaptionHelper()

QuantLibAddin::SwaptionHelper::SwaptionHelper	(	const boost::shared_ptr< ObjectHandler::ValueObject > &	properties,
		const QuantLib::Period &	maturity,
		const QuantLib::Period &	length,
		const QuantLib::Handle< QuantLib::Quote > &	volatility,
		const boost::shared_ptr< QuantLib::IborIndex > &	index,
		const QuantLib::Period &	fixedLegTenor,
		const QuantLib::DayCounter &	fixedLegDayCounter,
		const QuantLib::DayCounter &	floatingLegDayCounter,
		const QuantLib::Handle< QuantLib::YieldTermStructure > &	termStructure,
		bool	permanent
	)

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