SwaptionData Struct Reference

#include <qle/models/lgmcalibrationinfo.hpp>

Collaboration diagram for SwaptionData:

Public Attributes
Real	timeToExpiry
Real	swapLength
Real	strike
Real	atmForward
Real	annuity
Real	vega
Real	stdDev

Detailed Description

Definition at line 37 of file lgmcalibrationinfo.hpp.

Member Data Documentation

timeToExpiry

Real timeToExpiry

Definition at line 38 of file lgmcalibrationinfo.hpp.

swapLength

Real swapLength

Definition at line 39 of file lgmcalibrationinfo.hpp.

strike

Real strike

Definition at line 40 of file lgmcalibrationinfo.hpp.

atmForward

Real atmForward

Definition at line 41 of file lgmcalibrationinfo.hpp.

annuity

Real annuity

Definition at line 42 of file lgmcalibrationinfo.hpp.

vega

Real vega

Definition at line 43 of file lgmcalibrationinfo.hpp.

stdDev

Real stdDev

Definition at line 44 of file lgmcalibrationinfo.hpp.