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QuantLib_Swaption_arguments
Langue: en
Version: 157787 (fedora - 05/07/09)
Section: 3 (Bibliothèques de fonctions)
NAME
QuantLib::Swaption::arguments - Arguments for swaption calculationSYNOPSIS
#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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