Arguments for swaption calculation More...

#include <qle/instruments/genericswaption.hpp>

Inheritance diagram for GenericSwaption::arguments:

Collaboration diagram for GenericSwaption::arguments:

Public Member Functions
	arguments ()

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

Definition at line 68 of file genericswaption.hpp.

Constructor & Destructor Documentation

◆ arguments()

arguments ( )

Definition at line 70 of file genericswaption.hpp.

70: settlementType(Settlement::Physical) {}

QuantExt::GenericSwaption::arguments::settlementType

QuantLib::Settlement::Type settlementType

Definition: genericswaption.hpp:72

Member Function Documentation

◆ validate()

void validate ( ) const

override

Definition at line 62 of file genericswaption.cpp.

                                              {
    Swap::arguments::validate();
    QL_REQUIRE(swap, "underlying swap not set");
    QL_REQUIRE(exercise, "exercise not set");
    QuantLib::Settlement::checkTypeAndMethodConsistency(settlementType, settlementMethod);
}

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Member Data Documentation

◆ swap

ext::shared_ptr<QuantLib::Swap> swap

Definition at line 71 of file genericswaption.hpp.

◆ settlementType

QuantLib::Settlement::Type settlementType

Definition at line 72 of file genericswaption.hpp.

◆ settlementMethod

QuantLib::Settlement::Method settlementMethod

Definition at line 73 of file genericswaption.hpp.

Public Member Functions

Public Attributes