QuantLibAddin::Vasicek Class Reference
#include <qlo/shortratemodels.hpp>
Inheritance diagram for QuantLibAddin::Vasicek:
Collaboration diagram for QuantLibAddin::Vasicek:
Public Member Functions | |
| Vasicek (const boost::shared_ptr< ObjectHandler::ValueObject > &properties, QuantLib::Rate r0=0.05, QuantLib::Real a=0.1, QuantLib::Real b=0.05, QuantLib::Real sigma=0.01, QuantLib::Real lambda=0.0, bool permanent=true) | |
 Public Member Functions inherited from QuantLibAddin::OneFactorAffineModel | |
| OneFactorAffineModel (const boost::shared_ptr< ObjectHandler::ValueObject > &properties, bool permanent) | |
Constructor & Destructor Documentation
◆ Vasicek()
| QuantLibAddin::Vasicek::Vasicek | ( | const boost::shared_ptr< ObjectHandler::ValueObject > & | properties, |
| QuantLib::Rate | r0 = 0.05, |
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| QuantLib::Real | a = 0.1, |
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| QuantLib::Real | b = 0.05, |
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| QuantLib::Real | sigma = 0.01, |
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| QuantLib::Real | lambda = 0.0, |
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| bool | permanent = true |
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| ) |
The documentation for this class was generated from the following file: