swaption.hpp

Langue: en

Autres versions - même langue

Version: 381788 (fedora - 01/12/10)

Section: 3 (Bibliothèques de fonctions)

Sommaire

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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