QuantLib_NonstandardSwaption_arguments man page

NonstandardSwaption::arguments — Arguments for nonstandard swaption calculation  

Synopsis

#include <ql/instruments/nonstandardswaption.hpp>

Inherits NonstandardSwap::arguments, and Option::arguments.

Public Member Functions

void validate () const

Public Attributes

boost::shared_ptr< NonstandardSwap > swap
Settlement::Type settlementType

Detailed Description

Arguments for nonstandard swaption calculation

Author

Generated automatically by Doxygen for QuantLib from the source code.

Info

Fri Sep 1 2017 Version 1.10.1 QuantLib