QuantLib_MakeSwaption (3) - Linux Manuals
QuantLib_MakeSwaption: helper class
NAME
QuantLib::MakeSwaption - helper class
SYNOPSIS
#include <ql/instruments/makeswaption.hpp>
Public Member Functions
MakeSwaption (const boost::shared_ptr< SwapIndex > &swapIndex, const Period &optionTenor, Rate strike=Null< Rate >())
operator Swaption () const
operator boost::shared_ptr< Swaption > () const
MakeSwaption & withSettlementType (Settlement::Type delivery)
MakeSwaption & withOptionConvention (BusinessDayConvention bdc)
MakeSwaption & withExerciseDate (const Date &)
MakeSwaption & withPricingEngine (const boost::shared_ptr< PricingEngine > &engine)
Detailed Description
helper class
This class provides a more comfortable way to instantiate standard market swaption.
Author
Generated automatically by Doxygen for QuantLib from the source code.