QuantLib_FloatFloatSwaption_arguments man page

FloatFloatSwaption::arguments — Arguments for cms swaption calculation

Synopsis

#include <ql/instruments/floatfloatswaption.hpp>

Inherits FloatFloatSwap::arguments, and Option::arguments.

Public Member Functions

void validate () const

Public Attributes

boost::shared_ptr< FloatFloatSwap > swap

Detailed Description

Arguments for cms swaption calculation

Author

Generated automatically by Doxygen for QuantLib from the source code.

Info

Fri Sep 23 2016 Version 1.8.1 QuantLib