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swaption.hpp
Langue: en
Version: 381788 (fedora - 01/12/10)
Section: 3 (Bibliothèques de fonctions)
NAME
ql/instruments/swaption.hpp -Swaption class.
SYNOPSIS
#include <ql/option.hpp>
#include <ql/instruments/vanillaswap.hpp>
#include <ql/termstructures/yieldtermstructure.hpp>
Classes
struct Settlement
settlement information
class Swaption
Swaption class
class Swaption::arguments
Arguments for swaption calculation
class Swaption::engine
base class for swaption engines
Functions
std::ostream & operator<< (std::ostream &out, Settlement::Type type)
Detailed Description
Swaption class.
Author
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