Reference manual - version qle_version
#include <qle/models/annuitymapping.hpp>
Inheritance diagram for AnnuityMappingBuilder:Public Member Functions | |
| virtual boost::shared_ptr< AnnuityMapping > | build (const Date &valuationDate, const Date &optionDate, const Date &paymentDate, const VanillaSwap &underlying, const Handle< YieldTermStructure > &discountCurve)=0 |
| void | update () override |
base class for annuity mapping builders for use in actual pricers
