26#ifndef quantlib_discretized_swaption_hpp
27#define quantlib_discretized_swaption_hpp
37 const Date& referenceDate,
47 const Date& referenceDate,
50 std::vector<CouponAdjustment>& fixedCouponAdjustments,
51 std::vector<CouponAdjustment>& floatingCouponAdjustments);
Discretized option on a given asset.
Swaption::arguments arguments_
static void prepareSwaptionWithSnappedDates(const Swaption::arguments &args, const Date &referenceDate, const DayCounter &dayCounter, PricingEngine::arguments &snappedArgs, std::vector< CouponAdjustment > &fixedCouponAdjustments, std::vector< CouponAdjustment > &floatingCouponAdjustments)
void reset(Size size) override
Arguments for swaption calculation
Discretized asset classes.
Real Time
continuous quantity with 1-year units
std::size_t Size
size of a container