Swaption::arguments Class Reference
#include <ql/Instruments/swaption.hpp>
Detailed Description
Arguments for swaption calculation
Public Member Functions | |
| void | validate () const |
Public Attributes | |
| Rate | fairRate |
| Rate | fixedRate |
| Real | fixedBPS |
| Real | fixedCashBPS |
| Settlement::Type | settlementType |