QuantLibAddin::VanillaOption Class Reference
#include <qlo/vanillaoption.hpp>
Inheritance diagram for QuantLibAddin::VanillaOption:
Collaboration diagram for QuantLibAddin::VanillaOption:
Public Member Functions | |
VanillaOption (const boost::shared_ptr< ObjectHandler::ValueObject > &properties, const boost::shared_ptr< QuantLib::StrikedTypePayoff > &payoff, const boost::shared_ptr< QuantLib::Exercise > &exercise, bool permanent) | |
Constructor & Destructor Documentation
◆ VanillaOption()
QuantLibAddin::VanillaOption::VanillaOption | ( | const boost::shared_ptr< ObjectHandler::ValueObject > & | properties, |
const boost::shared_ptr< QuantLib::StrikedTypePayoff > & | payoff, | ||
const boost::shared_ptr< QuantLib::Exercise > & | exercise, | ||
bool | permanent | ||
) |
The documentation for this class was generated from the following file: