QuantLib 0.3.7 http://quantlib.org Getting started Introduction Project overview Where to get QuantLib Installation Usage Version history Additional resources The QuantLib group Copyright and license Reference manual Modules Class Hierarchy Compound List File List Compound Members File Members Todo List Known Bugs Test Suite Deprecated Features Examples

JamshidianSwaptionEngine Class Reference [Swaption engines] #include <ql/PricingEngines/Swaption/jamshidianswaptionengine.hpp> Inheritance diagram for JamshidianSwaptionEngine: [legend]List of all members. Detailed Description Jamshidian swaption engine. Public Member Functions   JamshidianSwaptionEngine (const boost::shared_ptr< OneFactorAffineModel > &model) void  calculate () const

---

QuantLib.org

Hosted by

Documentation generated by