BlackSwaptionEngine Class Reference
[Swaption engines]
#include <ql/PricingEngines/Swaption/blackswaptionengine.hpp>
Inheritance diagram for BlackSwaptionEngine:

Detailed Description
Black-formula swaption engine.
- Warning:
- The engine assumes that the exercise date equals the start date of the passed swap.
Public Member Functions | |
| BlackSwaptionEngine (const Handle< Quote > &volatility) | |
| BlackSwaptionEngine (const Handle< SwaptionVolatilityStructure > &) | |
| void | calculate () const |
| void | update () |
Member Function Documentation
| void update | ( | ) | [virtual] |
This method must be implemented in derived classes. An instance of Observer does not call this method directly: instead, it will be called by the observables the instance registered with when they need to notify any changes.
Implements Observer.