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

Generated automatically by Doxygen for QuantLib from the source code.

Referenced By

LfmSwaptionEngine(3) is an alias of QuantLib_LfmSwaptionEngine(3).

Fri Sep 23 2016 Version 1.8.1 QuantLib