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