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

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

Mon Apr 30 2018 Version 1.12.1 QuantLib