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

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Info

Fri Sep 1 2017 Version 1.10.1 QuantLib