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LiborFactorLoadingType Struct Reference

#include <LiborFactorLoading.h>

List of all members.

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Detailed Description

Object encapsulating type information (Volsurface and Correlations) of a LiborFactorLoading.

Definition at line 66 of file LiborFactorLoading.h.

Public Member Functions
	LiborFactorLoadingType (int volSurface, int correlations)
std::string	volSurfaceType () const
std::string	correlationType () const
std::ostream &	printSelf (std::ostream &) const
Public Attributes
const int	volType
const int	corrType

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Constructor & Destructor Documentation

LiborFactorLoadingType::LiborFactorLoadingType (  int    volSurface, int    correlations )

Parameters: volSurface  VolSurface::CONST,JR,M. correlations  Correlations::JR,CS.

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Member Function Documentation

std::string LiborFactorLoadingType::volSurfaceType (    )  const

std::string LiborFactorLoadingType::correlationType (    )  const

std::ostream& LiborFactorLoadingType::printSelf (  std::ostream &    )  const

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Member Data Documentation

const int LiborFactorLoadingType::volType

Definition at line 68 of file LiborFactorLoading.h.

const int LiborFactorLoadingType::corrType

Definition at line 69 of file LiborFactorLoading.h.

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The documentation for this struct was generated from the following file:

• LiborFactorLoading.h

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