QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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Arguments for nonstandard swaption calculation More...
#include <nonstandardswaption.hpp>
Public Member Functions | |
arguments ()=default | |
void | validate () const override |
Public Member Functions inherited from NonstandardSwap::arguments | |
arguments ()=default | |
void | validate () const override |
Public Member Functions inherited from Swap::arguments | |
void | validate () const override |
Public Member Functions inherited from PricingEngine::arguments | |
virtual | ~arguments ()=default |
virtual void | validate () const =0 |
Public Member Functions inherited from Option::arguments | |
arguments ()=default | |
void | validate () const override |
Arguments for nonstandard swaption calculation
Definition at line 82 of file nonstandardswaption.hpp.
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default |
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overridevirtual |
Reimplemented from NonstandardSwap::arguments.
Definition at line 76 of file nonstandardswaption.cpp.
ext::shared_ptr<NonstandardSwap> swap |
Definition at line 86 of file nonstandardswaption.hpp.
Settlement::Type settlementType |
Definition at line 87 of file nonstandardswaption.hpp.
Settlement::Method settlementMethod |
Definition at line 88 of file nonstandardswaption.hpp.