QuantLib_Swaption_arguments (3) Linux Manual Page
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
Generated automatically by Doxygen for QuantLib from the source code.