Swaption (3) Linux Manual Page

ql/instruments/swaption.hpp – Swaption class.

Synopsis

struct Settlement


settlement information


class Swaption


Swaption class


class arguments


Arguments for swaption calculation


class engine


base class for swaption engines



Functions

Classes

struct Settlement


settlement information


class Swaption


Swaption class


class arguments


Arguments for swaption calculation


class engine


base class for swaption engines



Functions

std::ostream & operator<< (std::ostream &out, Settlement::Type type)

Detailed Description

Swaption class.

Author

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