- QuantLib
- LfmSwaptionEngine
 
Libor forward model swaption engine based on Black formula More...
#include <ql/legacy/libormarketmodels/lfmswaptionengine.hpp>

| Public Member Functions | |
| LfmSwaptionEngine (const boost::shared_ptr< LiborForwardModel > &model, const Handle< YieldTermStructure > &discountCurve) | |
| void | calculate () const | 
Libor forward model swaption engine based on Black formula