QuantLib_Swaption_arguments

Langue: en

Autres versions - même langue

Version: 376498 (fedora - 01/12/10)

Section: 3 (Bibliothèques de fonctions)

Sommaire

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

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