products.hpp
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38 class MarketModelMultiProduct : public ObjectHandler::LibraryObject<QuantLib::MarketModelMultiProduct> {
MultiStepRatchet(const boost::shared_ptr< ObjectHandler::ValueObject > &properties, const std::vector< QuantLib::Time > &rateTimes, const std::vector< QuantLib::Real > &accruals, const std::vector< QuantLib::Time > &paymentTimes, QuantLib::Real gearingOfFloor, QuantLib::Real gearingOfFixing, QuantLib::Rate spreadOfFloor, QuantLib::Rate spreadOfFixing, QuantLib::Real initialFloor, bool payer, bool permanent)
std::string evolution() const
Definition: products.hpp:47
Definition: products.hpp:54
OH_LIB_CTOR(MarketModelMultiProduct, QuantLib::MarketModelMultiProduct)
OH_OBJ_CLASS(OneAssetOption, Instrument)
MultiProductComposite(const boost::shared_ptr< ObjectHandler::ValueObject > &properties, bool permanent)
Definition: abcd.hpp:38
OneStepOptionlets(const boost::shared_ptr< ObjectHandler::ValueObject > &properties, const std::vector< QuantLib::Time > &rateTimes, const std::vector< QuantLib::Real > &accruals, const std::vector< QuantLib::Time > &paymentTimes, const std::vector< boost::shared_ptr< QuantLib::Payoff > > &, bool permanent)
Definition: products.hpp:65
Definition: abcd.hpp:30
Definition: products.hpp:38
Definition: products.hpp:76
OneStepForwards(const boost::shared_ptr< ObjectHandler::ValueObject > &properties, const std::vector< QuantLib::Time > &rateTimes, const std::vector< QuantLib::Real > &accruals, const std::vector< QuantLib::Time > &paymentTimes, const std::vector< QuantLib::Rate > &strikes, bool permanent)