Swaption Class Reference

#include <ql/Instruments/swaption.hpp>

Inheritance diagram for Swaption:

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Detailed Description

Swaption class


Public Member Functions

 Swaption (const Handle< SimpleSwap > &swap, const Handle< Exercise > &exercise, const RelinkableHandle< TermStructure > &termStructure, const Handle< PricingEngine > &engine)
bool isExpired () const
 returns whether the instrument is still tradable.

void setupArguments (Arguments *) const

Protected Member Functions

void performCalculations () const


Member Function Documentation

void setupArguments Arguments  )  const [virtual]
 

When a derived argument structure is defined for an instrument, this method should be overridden to fill it. This is mandatory in case a pricing engine is used.

Reimplemented from Instrument.

void performCalculations  )  const [protected, virtual]
 

In case a pricing engine is not used, this method must be overridden to perform the actual calculations and set any needed results. In case a pricing engine is used, the default implementation can be used.

Reimplemented from Instrument.


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