Inheritance diagram for QuantLibAddin::SyntheticCDO:

Collaboration diagram for QuantLibAddin::SyntheticCDO:

Public Member Functions
	SyntheticCDO (const boost::shared_ptr< ObjectHandler::ValueObject > &properties, const boost::shared_ptr< QuantLib::Basket > &bskt, QuantLib::Protection::Side side, const boost::shared_ptr< QuantLib::Schedule > &schedule, QuantLib::Rate upfront, QuantLib::Rate spread, const QuantLib::DayCounter &dayCounter, QuantLib::BusinessDayConvention paymentConvention, bool permanent)

Public Member Functions inherited from QuantLibAddin::Instrument
void	setPricingEngine (boost::shared_ptr< PricingEngine > &e) const

Constructor & Destructor Documentation

◆ SyntheticCDO()

QuantLibAddin::SyntheticCDO::SyntheticCDO	(	const boost::shared_ptr< ObjectHandler::ValueObject > &	properties,
		const boost::shared_ptr< QuantLib::Basket > &	bskt,
		QuantLib::Protection::Side	side,
		const boost::shared_ptr< QuantLib::Schedule > &	schedule,
		QuantLib::Rate	upfront,
		QuantLib::Rate	spread,
		const QuantLib::DayCounter &	dayCounter,
		QuantLib::BusinessDayConvention	paymentConvention,
		bool	permanent
	)

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