Swaption Class Reference

#include <swaption.hpp>

Inheritance diagram for Swaption:

Inheritance graph
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List of all members.

Detailed Description

Swaption class.


Public Member Functions

 Swaption (const Handle< SimpleSwap > &swap, const Exercise &exercise, const RelinkableHandle< TermStructure > &termStructure, const Handle< PricingEngine > &engine)

Protected Member Functions

void performCalculations () const
void setupEngine () const


Member Function Documentation

void performCalculations  )  const [protected, virtual]
 

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:

QuantLib.org
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