BlackSwaptionEngine Class Reference
[Swaption engines]

#include <ql/pricingengines/swaption/blackswaptionengine.hpp>

Inheritance diagram for BlackSwaptionEngine:

Inheritance graph
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List of all members.

Detailed Description

Black-formula swaption engine.

Warning:
The engine assumes that the exercise date equals the start date of the passed swap.


Public Member Functions

 BlackSwaptionEngine (const Handle< Quote > &volatility)
 BlackSwaptionEngine (const Handle< SwaptionVolatilityStructure > &)
void calculate () const
void update ()


Member Function Documentation

void update (  )  [virtual]

This method must be implemented in derived classes. An instance of Observer does not call this method directly: instead, it will be called by the observables the instance registered with when they need to notify any changes.

Implements Observer.