QuantLib_Swaption_arguments (3) - Linux Man Pages

QuantLib_Swaption_arguments: Arguments for swaption calculation

NAME

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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