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).

Fri Feb 10 2017 Version 1.9.1 QuantLib