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

#include <qlo/correlation.hpp>

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Public Member Functions

 TimeHomogeneousForwardCorrelation (const boost::shared_ptr< ObjectHandler::ValueObject > &properties, const QuantLib::Matrix &fwdCorrelation, const std::vector< QuantLib::Time > &rateTimes, bool permanent)
 

Constructor & Destructor Documentation

◆ TimeHomogeneousForwardCorrelation()

QuantLibAddin::TimeHomogeneousForwardCorrelation::TimeHomogeneousForwardCorrelation ( const boost::shared_ptr< ObjectHandler::ValueObject > &  properties,
const QuantLib::Matrix &  fwdCorrelation,
const std::vector< QuantLib::Time > &  rateTimes,
bool  permanent 
)
The documentation for this class was generated from the following file: