Swaption class with QuantLib::Swap underlying More...

#include <qle/instruments/genericswaption.hpp>

Inheritance diagram for GenericSwaption:

Classes
class	arguments
	Arguments for swaption calculation More...
class	results
	Results from CDS-option calculation More...
class	engine
	base class for swaption engines More...

Public Member Functions
	GenericSwaption (const ext::shared_ptr< QuantLib::Swap > &swap, const ext::shared_ptr< Exercise > &exercise, QuantLib::Settlement::Type delivery=QuantLib::Settlement::Physical, QuantLib::Settlement::Method settlementMethod=QuantLib::Settlement::PhysicalOTC)
Instrument interface
bool	isExpired () const override
void	setupArguments (PricingEngine::arguments *) const override

Inspectors
Settlement::Type	settlementType () const
Settlement::Method	settlementMethod () const
const ext::shared_ptr< QuantLib::Swap > &	underlyingSwap () const
Real	underlyingValue () const

Detailed Description

Swaption class with QuantLib::Swap underlying

Classes