swaption.cpp File Reference

#include <ql/any.hpp>
#include <ql/exercise.hpp>
#include <ql/instruments/swaption.hpp>
#include <ql/math/solvers1d/newtonsafe.hpp>
#include <ql/pricingengines/swaption/blackswaptionengine.hpp>
#include <ql/quotes/simplequote.hpp>
#include <ql/shared_ptr.hpp>
#include <utility>

Go to the source code of this file.

Namespaces
namespace	QuantLib

Functions
std::ostream &	operator<< (std::ostream &out, Settlement::Type t)
std::ostream &	operator<< (std::ostream &out, Settlement::Method m)

Variable Documentation

engine_

ext::shared_ptr<PricingEngine> engine_

private

Definition at line 48 of file swaption.cpp.

discountCurve_

Handle<YieldTermStructure> discountCurve_

private

Definition at line 49 of file swaption.cpp.

targetValue_

Real targetValue_

private

Definition at line 50 of file swaption.cpp.

vol_

ext::shared_ptr<SimpleQuote> vol_

private

Definition at line 51 of file swaption.cpp.

results_

const Instrument::results* results_

private

Definition at line 52 of file swaption.cpp.