LinearAnnuityMappingBuilder Class Reference

#include <qle/models/linearannuitymapping.hpp>

Inheritance diagram for LinearAnnuityMappingBuilder:

Public Member Functions
	LinearAnnuityMappingBuilder (const Real a, const Real b)
	LinearAnnuityMappingBuilder (const Handle< Quote > &reversion)
QuantLib::ext::shared_ptr< AnnuityMapping >	build (const Date &valuationDate, const Date &optionDate, const Date &paymentDate, const VanillaSwap &underlying, const Handle< YieldTermStructure > &discountCurve) override
Public Member Functions inherited from AnnuityMappingBuilder
void	update () override

Detailed Description

linear annuity mapping builder

Member Function Documentation

build()

QuantLib::ext::shared_ptr< AnnuityMapping > build ( const Date & valuationDate, const Date & optionDate, const Date & paymentDate, const VanillaSwap & underlying, const Handle< YieldTermStructure > & discountCurve )

overridevirtual

Implements AnnuityMappingBuilder.