- QuantLib
- MakeSwaption
 
helper class More...
#include <ql/instruments/makeswaption.hpp>
| Public Member Functions | |
| MakeSwaption (const boost::shared_ptr< SwapIndex > &swapIndex, const Period &optionTenor, Rate strike=Null< Rate >()) | |
| operator Swaption () const | |
| operator boost::shared_ptr< Swaption > () const | |
| MakeSwaption & | withSettlementType (Settlement::Type delivery) | 
| MakeSwaption & | withOptionConvention (BusinessDayConvention bdc) | 
| MakeSwaption & | withExerciseDate (const Date &) | 
| MakeSwaption & | withPricingEngine (const boost::shared_ptr< PricingEngine > &engine) | 
helper class
This class provides a more comfortable way to instantiate standard market swaption.