blackmultilegoptionengine.hpp File Reference

Simple Black European swaption engine. More...

#include <qle/instruments/multilegoption.hpp>
#include <ql/instruments/nonstandardswaption.hpp>
#include <ql/instruments/swaption.hpp>
#include <ql/pricingengines/genericmodelengine.hpp>
#include <ql/termstructures/volatility/swaption/swaptionvolstructure.hpp>

Classes
class	BlackMultiLegOptionEngineBase
class	BlackMultiLegOptionEngine
class	BlackSwaptionFromMultilegOptionEngine
class	BlackNonstandardSwaptionFromMultilegOptionEngine

Detailed Description

Simple Black European swaption engine.