25#ifndef quantlib_make_swaption_hpp
26#define quantlib_make_swaption_hpp
28#include <ql/time/businessdayconvention.hpp>
29#include <ql/instruments/swaption.hpp>
30#include <ql/optional.hpp>
52 const Date& fixingDate,
56 operator ext::shared_ptr<Swaption>()
const ;
68 const ext::shared_ptr<PricingEngine>& engine);
BusinessDayConvention optionConvention_
MakeSwaption & withOptionConvention(BusinessDayConvention bdc)
MakeSwaption & withExerciseDate(const Date &)
ext::optional< bool > useIndexedCoupons_
ext::shared_ptr< VanillaSwap > underlyingSwap_
ext::shared_ptr< SwapIndex > swapIndex_
MakeSwaption & withAtParCoupons(bool b=true)
MakeSwaption & withIndexedCoupons(const ext::optional< bool > &b=true)
MakeSwaption & withNominal(Real n)
Settlement::Type delivery_
ext::shared_ptr< PricingEngine > engine_
MakeSwaption & withSettlementMethod(Settlement::Method settlementMethod)
ext::shared_ptr< Exercise > exercise_
MakeSwaption & withPricingEngine(const ext::shared_ptr< PricingEngine > &engine)
Settlement::Method settlementMethod_
MakeSwaption & withSettlementType(Settlement::Type delivery)
Swap::Type underlyingType_
MakeSwaption & withUnderlyingType(Swap::Type type)
template class providing a null value for a given type.
BusinessDayConvention
Business Day conventions.