QuantLibAddin::Swaption Class Reference

#include <qlo/swaption.hpp>

Inheritance diagram for QuantLibAddin::Swaption:

Collaboration diagram for QuantLibAddin::Swaption:

Public Member Functions
	Swaption (const boost::shared_ptr< ObjectHandler::ValueObject > &properties, const boost::shared_ptr< QuantLib::VanillaSwap > &vanillaSwap, const boost::shared_ptr< QuantLib::Exercise > &exercise, QuantLib::Settlement::Type settlementType, bool permanent)
	Swaption (const boost::shared_ptr< ObjectHandler::ValueObject > &properties, const boost::shared_ptr< QuantLib::SwapIndex > &swapIndex, const QuantLib::Period &optionTenor, QuantLib::Rate strike, const boost::shared_ptr< QuantLib::PricingEngine > &engine, bool permanent)
std::string	underlyingSwap ()
Public Member Functions inherited from QuantLibAddin::Instrument
void	setPricingEngine (boost::shared_ptr< PricingEngine > &e) const

Constructor & Destructor Documentation

Swaption() [1/2]

QuantLibAddin::Swaption::Swaption	(	const boost::shared_ptr< ObjectHandler::ValueObject > &	properties,
		const boost::shared_ptr< QuantLib::VanillaSwap > &	vanillaSwap,
		const boost::shared_ptr< QuantLib::Exercise > &	exercise,
		QuantLib::Settlement::Type	settlementType,
		bool	permanent
	)

Swaption() [2/2]

QuantLibAddin::Swaption::Swaption	(	const boost::shared_ptr< ObjectHandler::ValueObject > &	properties,
		const boost::shared_ptr< QuantLib::SwapIndex > &	swapIndex,
		const QuantLib::Period &	optionTenor,
		QuantLib::Rate	strike,
		const boost::shared_ptr< QuantLib::PricingEngine > &	engine,
		bool	permanent
	)

Member Function Documentation

underlyingSwap()

std::string QuantLibAddin::Swaption::underlyingSwap ( )

inline

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The documentation for this class was generated from the following file:

• swaption.hpp