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LiborFactorLoadingType Struct Reference

#include <LiborFactorLoading.h>

List of all members.

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

Constructor & Destructor Documentation

LiborFactorLoadingType::LiborFactorLoadingType int    volSurface,
int    correlations

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

Member Function Documentation

std::string LiborFactorLoadingType::volSurfaceType   const

std::string LiborFactorLoadingType::correlationType   const

std::ostream& LiborFactorLoadingType::printSelf std::ostream &    const

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.

The documentation for this struct was generated from the following file:
Generated on Mon Sep 22 02:16:33 2003 for Libor-Library by doxygen1.3-rc3