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| BlackStyleSwaptionEngine (Handle< YieldTermStructure > discountCurve, Volatility vol, const DayCounter &dc=Actual365Fixed(), Real displacement=0.0, CashAnnuityModel model=DiscountCurve) |
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| BlackStyleSwaptionEngine (Handle< YieldTermStructure > discountCurve, const Handle< Quote > &vol, const DayCounter &dc=Actual365Fixed(), Real displacement=0.0, CashAnnuityModel model=DiscountCurve) |
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| BlackStyleSwaptionEngine (Handle< YieldTermStructure > discountCurve, Handle< SwaptionVolatilityStructure > vol, CashAnnuityModel model=DiscountCurve) |
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void | calculate () const override |
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Handle< YieldTermStructure > | termStructure () |
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Handle< SwaptionVolatilityStructure > | volatility () |
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PricingEngine::arguments * | getArguments () const override |
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const PricingEngine::results * | getResults () const override |
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void | reset () override |
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void | update () override |
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| ~PricingEngine () override=default |
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virtual arguments * | getArguments () const =0 |
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virtual const results * | getResults () const =0 |
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virtual void | reset ()=0 |
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virtual void | calculate () const =0 |
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| Observable () |
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| Observable (const Observable &) |
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Observable & | operator= (const Observable &) |
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| Observable (Observable &&)=delete |
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Observable & | operator= (Observable &&)=delete |
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virtual | ~Observable ()=default |
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void | notifyObservers () |
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| Observer ()=default |
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| Observer (const Observer &) |
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Observer & | operator= (const Observer &) |
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virtual | ~Observer () |
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std::pair< iterator, bool > | registerWith (const ext::shared_ptr< Observable > &) |
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void | registerWithObservables (const ext::shared_ptr< Observer > &) |
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Size | unregisterWith (const ext::shared_ptr< Observable > &) |
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void | unregisterWithAll () |
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virtual void | update ()=0 |
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virtual void | deepUpdate () |
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template<class Spec>
class QuantLib::detail::BlackStyleSwaptionEngine< Spec >
Generic Black-style-formula swaption engine This is the base class for the Black and Bachelier swaption engines
Definition at line 54 of file blackswaptionengine.hpp.