QuantLib_Swaption_arguments (3) Linux Manual Page

QuantLib::Swaption::arguments – Arguments for swaption calculation

Synopsis

#include <ql/instruments/swaption.hpp>

Inherits QuantLib::VanillaSwap::arguments, and QuantLib::Option::arguments.

Public Member Functions

void validate () const

Public Attributes

boost::shared_ptr< VanillaSwap > swap

Settlement::Type settlementType

Detailed Description

Arguments for swaption calculation

Author

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