Swaption Class Reference#include <swaption.hpp>
Inheritance diagram for Swaption:
[legend]List of all members.
Detailed Description
Swaption class.
Member Function Documentation
void performCalculations |
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const [protected, virtual] |
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- Warning:
- this method simply launches the engine and copies the returned value into NPV_. It does not set isExpired_. This should be taken care of by redefining this method in derived classes and calling this implementation after checking for validity and only if the check succeeded.
Reimplemented from Option. |
The documentation for this class was generated from the following files:
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