QuantLib_LfmSwaptionEngine (3) - Linux Manuals
QuantLib_LfmSwaptionEngine: Libor forward model swaption engine based on Black formula
NAME
QuantLib::LfmSwaptionEngine - Libor forward model swaption engine based on Black formula
SYNOPSIS
#include <ql/legacy/libormarketmodels/lfmswaptionengine.hpp>
Inherits GenericModelEngine< LiborForwardModel, Swaption::arguments, Swaption::results >.
Public Member Functions
LfmSwaptionEngine (const boost::shared_ptr< LiborForwardModel > &model, const Handle< YieldTermStructure > &discountCurve)
void calculate () const
Detailed Description
Libor forward model swaption engine based on Black formula
Author
Generated automatically by Doxygen for QuantLib from the source code.