lfmswaptionengine (3) - Linux Manuals

lfmswaptionengine: libor forward model swaption engine based on black formula

Command to display lfmswaptionengine manual in Linux: $ man 3 lfmswaptionengine

NAME

ql/legacy/libormarketmodels/lfmswaptionengine.hpp - libor forward model swaption engine based on black formula

SYNOPSIS

#include <ql/instruments/swaption.hpp>
#include <ql/pricingengines/genericmodelengine.hpp>
#include <ql/legacy/libormarketmodels/liborforwardmodel.hpp>

Classes

class LfmSwaptionEngine
Libor forward model swaption engine based on Black formula

Detailed Description

libor forward model swaption engine based on black formula

Author

Generated automatically by Doxygen for QuantLib from the source code.