swaptionengines (3) - Linux Manuals

NAME

Swaption engines -

Classes

class LfmSwaptionEngine
Libor forward model swaption engine based on Black formula
class BlackSwaptionEngine
Black-formula swaption engine.
class G2SwaptionEngine
Swaption priced by means of the Black formula
class JamshidianSwaptionEngine
Jamshidian swaption engine.
class TreeSwaptionEngine
Numerical lattice engine for swaptions.

Detailed Description

Author

Generated automatically by Doxygen for QuantLib from the source code.