blackswaptionengine.hpp

Langue: en

Autres versions - même langue

Version: 377893 (fedora - 01/12/10)

Section: 3 (Bibliothèques de fonctions)

Sommaire

NAME

ql/pricingengines/swaption/blackswaptionengine.hpp -

Black-formula swaption engine.

SYNOPSIS


#include <ql/instruments/swaption.hpp>
#include <ql/termstructures/volatility/swaption/swaptionvolstructure.hpp>

Classes


class BlackSwaptionEngine
Black-formula swaption engine.

Detailed Description

Black-formula swaption engine.

Author

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