QuantLib_Swaption_engine man page

Swaption::engine — base class for swaption engines

Synopsis

#include <ql/instruments/swaption.hpp>

Inherits GenericEngine< Swaption::arguments, Swaption::results >.

Inherited by BlackStyleSwaptionEngine< detail::BachelierSpec >, BlackStyleSwaptionEngine< detail::Black76Spec >, and BlackStyleSwaptionEngine< Spec >.

Additional Inherited Members

Detailed Description

base class for swaption engines

Author

Generated automatically by Doxygen for QuantLib from the source code.

Info

Fri Sep 23 2016 Version 1.8.1 QuantLib