helper class More...
#include <ql/instruments/makeswaption.hpp>
Public Member Functions | |
MakeSwaption (const boost::shared_ptr< SwapIndex > &swapIndex, const Period &optionTenor, Rate strike=Null< Rate >()) | |
operator Swaption () const | |
operator boost::shared_ptr< Swaption > () const | |
MakeSwaption & | withSettlementType (Settlement::Type delivery) |
MakeSwaption & | withOptionConvention (BusinessDayConvention bdc) |
MakeSwaption & | withExerciseDate (const Date &) |
MakeSwaption & | withPricingEngine (const boost::shared_ptr< PricingEngine > &engine) |
helper class
This class provides a more comfortable way to instantiate standard market swaption.