Arguments for swaption calculation More...
#include <ql/instruments/swaption.hpp>
Inheritance diagram for Swaption::arguments:
Collaboration diagram for Swaption::arguments:
Public Member Functions | |
| arguments ()=default | |
| void | validate () const override |
| Public Member Functions inherited from Option::arguments | |
| arguments ()=default | |
| void | validate () const override |
| Public Member Functions inherited from PricingEngine::arguments | |
| virtual | ~arguments ()=default |
| virtual void | validate () const =0 |
Public Attributes | |
| ext::shared_ptr< VanillaSwap > | swap |
| Settlement::Type | settlementType = Settlement::Physical |
| Settlement::Method | settlementMethod |
| Public Attributes inherited from Option::arguments | |
| ext::shared_ptr< Payoff > | payoff |
| ext::shared_ptr< Exercise > | exercise |
Detailed Description
Arguments for swaption calculation
Definition at line 129 of file swaption.hpp.
Constructor & Destructor Documentation
◆ arguments()
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default |
Member Function Documentation
◆ validate()
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overridevirtual |
Implements PricingEngine::arguments.
Definition at line 174 of file swaption.cpp.
Here is the call graph for this function:
Member Data Documentation
◆ swap
| ext::shared_ptr<VanillaSwap> swap |
Definition at line 133 of file swaption.hpp.
◆ settlementType
| Settlement::Type settlementType = Settlement::Physical |
Definition at line 134 of file swaption.hpp.
◆ settlementMethod
| Settlement::Method settlementMethod |
Definition at line 135 of file swaption.hpp.