volsurfaceparams Class Reference

#include <volsurface.h>

List of all members.

Public Attributes
valarray< Real >	strikes
valarray< Date >	maturities
valarray< valarray< Real > >	callputprices
valarray< valarray< bool > >	iscallputprices

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Member Data Documentation

valarray<valarray<Real> > volsurfaceparams::callputprices

Definition at line 23 of file volsurface.h. Referenced by FileReader::buildVolSurfaceParams().

valarray<valarray<bool> > volsurfaceparams::iscallputprices

Definition at line 24 of file volsurface.h. Referenced by FileReader::buildVolSurfaceParams().

valarray<Date> volsurfaceparams::maturities

Definition at line 22 of file volsurface.h. Referenced by FileReader::buildVolSurfaceParams().

valarray<Real> volsurfaceparams::strikes

Definition at line 21 of file volsurface.h. Referenced by FileReader::buildVolSurfaceParams().

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

• volsurface.h

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