LfmSwaptionEngine Class Reference
[Swaption engines]

#include <ql/legacy/libormarketmodels/lfmswaptionengine.hpp>

Inheritance diagram for LfmSwaptionEngine:

List of all members.


Detailed Description

Libor forward model swaption engine based on Black formula


Public Member Functions

 LfmSwaptionEngine (const boost::shared_ptr< LiborForwardModel > &model, const Handle< YieldTermStructure > &discountCurve)
void calculate () const