swaption (3) - Linux Manuals

swaption: Swaption class.

NAME

ql/instruments/swaption.hpp - Swaption class.

SYNOPSIS

#include <ql/option.hpp>
#include <ql/instruments/vanillaswap.hpp>
#include <ql/termstructures/yieldtermstructure.hpp>

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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