QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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Arguments for cms swaption calculation More...
#include <floatfloatswaption.hpp>
Public Member Functions | |
arguments ()=default | |
void | validate () const override |
Public Member Functions inherited from FloatFloatSwap::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 cms swaption calculation
Definition at line 78 of file floatfloatswaption.hpp.
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default |
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overridevirtual |
Reimplemented from FloatFloatSwap::arguments.
Definition at line 63 of file floatfloatswaption.cpp.
ext::shared_ptr<FloatFloatSwap> swap |
Definition at line 82 of file floatfloatswaption.hpp.
Settlement::Type settlementType |
Definition at line 83 of file floatfloatswaption.hpp.
Settlement::Method settlementMethod |
Definition at line 84 of file floatfloatswaption.hpp.