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QuantLib_MakeSwaption

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.