- QuantLib
- BlackSwaptionEngine
 
Black-formula swaption engine. More...
#include <ql/pricingengines/swaption/blackswaptionengine.hpp>

| Public Member Functions | |
| BlackSwaptionEngine (const Handle< YieldTermStructure > &discountCurve, Volatility vol, const DayCounter &dc=Actual365Fixed()) | |
| BlackSwaptionEngine (const Handle< YieldTermStructure > &discountCurve, const Handle< Quote > &vol, const DayCounter &dc=Actual365Fixed()) | |
| BlackSwaptionEngine (const Handle< YieldTermStructure > &discountCurve, const Handle< SwaptionVolatilityStructure > &vol) | |
| void | calculate () const | 
| Handle< YieldTermStructure > | termStructure () | 
| Handle < SwaptionVolatilityStructure > | volatility () | 
Black-formula swaption engine.