MakeSwaption Class Reference
#include <ql/instruments/makeswaptions.hpp>
Detailed Description
helper classThis class provides a more comfortable way to instantiate standard market swaption.
Public Member Functions | |
| MakeSwaption (const boost::shared_ptr< SwapIndex > &swapIndex, Rate strike=Null< Rate >(), const Period &forwardStart=0 *Days) | |
| operator Swaption () const | |
| operator boost::shared_ptr< Swaption > () const | |
| MakeSwaption & | withSwaptionConvention (BusinessDayConvention bdc) |
| MakeSwaption & | withSettlementType (Settlement::Type delivery) |
| MakeSwaption & | withPricingEngine (const boost::shared_ptr< PricingEngine > &engine) |