QuantLib_MakeSwaption man page

MakeSwaption — helper class


#include <ql/instruments/makeswaption.hpp>

Public Member Functions

MakeSwaption (const boost::shared_ptr< SwapIndex > &swapIndex, const Period &optionTenor, Rate strike=Null< Rate >())

MakeSwaption (const boost::shared_ptr< SwapIndex > &swapIndex, const Date &fixingDate, Rate strike=Null< Rate >())

operator Swaption () const

operator boost::shared_ptr< Swaption > () const

MakeSwaption & withSettlementType (Settlement::Type delivery)

MakeSwaption & withOptionConvention (BusinessDayConvention bdc)

MakeSwaption & withExerciseDate (const Date &)

MakeSwaption & withUnderlyingType (const VanillaSwap::Type type)

MakeSwaption & withPricingEngine (const boost::shared_ptr< PricingEngine > &engine)

Detailed Description

helper class

This class provides a more comfortable way to instantiate standard market swaption.


Generated automatically by Doxygen for QuantLib from the source code.

Referenced By

MakeSwaption(3), withExerciseDate(3), withOptionConvention(3), withSettlementType(3) and withUnderlyingType(3) are aliases of QuantLib_MakeSwaption(3).

QuantLib Version 1.8.1 Fri Sep 23 2016