TreeSwaption Class Reference

#include <ql/PricingEngines/Swaption/treeswaption.hpp>

Inheritance diagram for TreeSwaption:

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Detailed Description

Swaption priced on a lattice


Public Member Functions

 TreeSwaption (const Handle< ShortRateModel > &model, Size timeSteps)
 TreeSwaption (const Handle< ShortRateModel > &model, const TimeGrid &timeGrid)
void calculate () const


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