QuantLib_Swaption_arguments (3) - Linux Manuals

QuantLib_Swaption_arguments: Arguments for swaption calculation

NAME

QuantLib::Swaption::arguments - Arguments for swaption calculation

SYNOPSIS

#include <ql/instruments/swaption.hpp>

Inherits QuantLib::VanillaSwap::arguments, and QuantLib::Option::arguments.

Public Member Functions

void validate () const

Public Attributes

boost::shared_ptr< VanillaSwap > swap

Settlement::Type settlementType

Detailed Description

Arguments for swaption calculation

Author

Generated automatically by Doxygen for QuantLib from the source code.