QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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Namespaces | Functions
irregularswaption.cpp File Reference
#include <ql/any.hpp>
#include <ql/exercise.hpp>
#include <ql/experimental/swaptions/irregularswaption.hpp>
#include <ql/math/solvers1d/newtonsafe.hpp>
#include <ql/pricingengines/swaption/blackswaptionengine.hpp>
#include <ql/quotes/simplequote.hpp>
#include <utility>

Go to the source code of this file.

Namespaces

namespace  QuantLib
 

Functions

std::ostream & operator<< (std::ostream &out, IrregularSettlement::Type t)
 

Variable Documentation

◆ engine_

ext::shared_ptr<PricingEngine> engine_
private

Definition at line 44 of file irregularswaption.cpp.

◆ discountCurve_

Handle<YieldTermStructure> discountCurve_
private

Definition at line 45 of file irregularswaption.cpp.

◆ targetValue_

Real targetValue_
private

Definition at line 46 of file irregularswaption.cpp.

◆ vol_

ext::shared_ptr<SimpleQuote> vol_
private

Definition at line 47 of file irregularswaption.cpp.

◆ results_

const Instrument::results* results_
private

Definition at line 48 of file irregularswaption.cpp.