QuantLib_IrregularSwaption_engine man page

IrregularSwaption::engine — base class for irregular-swaption engines

Synopsis

#include <ql/experimental/swaptions/irregularswaption.hpp>

Inherits GenericEngine< IrregularSwaption::arguments, IrregularSwaption::results >.

Additional Inherited Members

Detailed Description

base class for irregular-swaption engines

Author

Generated automatically by Doxygen for QuantLib from the source code.

Info

Fri Sep 23 2016 Version 1.8.1 QuantLib