conundrumpricer.hpp
Definition: basketlossmodels.hpp:32
Definition: conundrumpricer.hpp:32
CmsCouponPricer(const boost::shared_ptr< ObjectHandler::ValueObject > &properties, const QuantLib::Handle< QuantLib::SwaptionVolatilityStructure > &vol, const std::string &typeOfCmsCouponPricer, QuantLib::GFunctionFactory::YieldCurveModel modelOfYieldCurve, const QuantLib::Handle< QuantLib::Quote > &meanReversion, bool permanent)
OH_OBJ_CTOR(CmsCouponPricer, FloatingRateCouponPricer)
Definition: conundrumpricer.hpp:45
Definition: abcd.hpp:38
NumericHaganPricer(const boost::shared_ptr< ObjectHandler::ValueObject > &properties, const QuantLib::Handle< QuantLib::SwaptionVolatilityStructure > &swaptionVol, QuantLib::GFunctionFactory::YieldCurveModel modelOfYieldCurve, const QuantLib::Handle< QuantLib::Quote > &meanReversion, QuantLib::Rate lowerLimit, QuantLib::Rate upperLimit, QuantLib::Real precision, bool permanent)