QuantLib_G2SwaptionEngine (3) - Linux Man Pages
QuantLib_G2SwaptionEngine: Swaption priced by means of the Black formula
QuantLib::G2SwaptionEngine - Swaption priced by means of the Black formula
Inherits GenericModelEngine< G2, Swaption::arguments, Swaption::results >.
Public Member Functions
Swaption priced by means of the Black formula
- The engine assumes that the exercise date equals the start date of the passed swap.
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