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

#include <qlo/basketlossmodels.hpp>

Inheritance diagram for QuantLibAddin::TSaddlePointLossModel:
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Public Member Functions

 TSaddlePointLossModel (const boost::shared_ptr< ObjectHandler::ValueObject > &properties, const std::vector< std::vector< QuantLib::Real > > &factorWeights, const std::vector< QuantLib::Real > &recoveryRates, const std::vector< QuantLib::Real > &copulaInitVals, bool permanent)
 

Constructor & Destructor Documentation

◆ TSaddlePointLossModel()

QuantLibAddin::TSaddlePointLossModel::TSaddlePointLossModel ( const boost::shared_ptr< ObjectHandler::ValueObject > &  properties,
const std::vector< std::vector< QuantLib::Real > > &  factorWeights,
const std::vector< QuantLib::Real > &  recoveryRates,
const std::vector< QuantLib::Real > &  copulaInitVals,
bool  permanent 
)
The documentation for this class was generated from the following file: