Settlement Struct Reference

settlement information More...

#include <swaption.hpp>

Collaboration diagram for Settlement:

Public Types
enum	Type { Physical , Cash }
enum	Method { PhysicalOTC , PhysicalCleared , CollateralizedCashPrice , ParYieldCurve }

Static Public Member Functions
static void	checkTypeAndMethodConsistency (Settlement::Type, Settlement::Method)
	check consistency of settlement type and method More...

Detailed Description

settlement information

Definition at line 41 of file swaption.hpp.

Member Enumeration Documentation

Type

enum Type

Enumerator
Physical
Cash

Definition at line 42 of file swaption.hpp.

Method

enum Method

Enumerator
PhysicalOTC
PhysicalCleared
CollateralizedCashPrice
ParYieldCurve

Definition at line 43 of file swaption.hpp.

Member Function Documentation

checkTypeAndMethodConsistency()

void checkTypeAndMethodConsistency ( Settlement::Type  settlementType, Settlement::Method  settlementMethod  )

static

check consistency of settlement type and method

Definition at line 201 of file swaption.cpp.

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