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

Detailed Description
libor forward model swaption engine based on black formula
Public Member Functions | |
LfmSwaptionEngine (const boost::shared_ptr< LiborForwardModel > &model) | |
void | calculate () const |