Swaption class with QuantLib::Swap underlying More...
#include <qle/instruments/genericswaption.hpp>
Classes | |
class | arguments |
Arguments for swaption calculation More... | |
class | engine |
base class for swaption engines More... | |
class | results |
Results from CDS-option calculation More... | |
Inspectors | |
Settlement::Type | settlementType () const |
Settlement::Method | settlementMethod () const |
const ext::shared_ptr< QuantLib::Swap > & | underlyingSwap () const |
Real | underlyingValue () const |
Swaption class with QuantLib::Swap underlying