QuantLib_LfmSwaptionEngine man page

LfmSwaptionEngine — Libor forward model swaption engine based on Black formula  

Synopsis

#include <ql/legacy/libormarketmodels/lfmswaptionengine.hpp>

Inherits GenericModelEngine< LiborForwardModel, Swaption::arguments, Swaption::results >.

Public Member Functions

LfmSwaptionEngine (const boost::shared_ptr< LiborForwardModel > &model, const Handle< YieldTermStructure > &discountCurve)
void calculate () const

Additional Inherited Members

Detailed Description

Libor forward model swaption engine based on Black formula

Author

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Referenced By

The man page LfmSwaptionEngine(3) is an alias of QuantLib_LfmSwaptionEngine(3).

Fri Sep 1 2017 Version 1.10.1 QuantLib