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 |