MakeSwaption Class Reference

#include <ql/instruments/makeswaptions.hpp>

List of all members.


Detailed Description

helper class

This class provides a more comfortable way to instantiate standard market swaption.

Public Member Functions

 MakeSwaption (const boost::shared_ptr< SwapIndex > &swapIndex, Rate strike=Null< Rate >(), const Period &forwardStart=0 *Days)
 operator Swaption () const
 operator boost::shared_ptr< Swaption > () const
MakeSwaptionwithSwaptionConvention (BusinessDayConvention bdc)
MakeSwaptionwithSettlementType (Settlement::Type delivery)
MakeSwaptionwithPricingEngine (const boost::shared_ptr< PricingEngine > &engine)