GenericSwaption::arguments Class Reference

Arguments for swaption calculation More...

#include <qle/instruments/genericswaption.hpp>

Inheritance diagram for GenericSwaption::arguments:

Public Member Functions
void	validate () const override

Public Attributes
ext::shared_ptr< QuantLib::Swap >	swap
QuantLib::Settlement::Type	settlementType
QuantLib::Settlement::Method	settlementMethod

Detailed Description

Arguments for swaption calculation