QuantLib: MakeSwaption Class Reference

A free/open-source library for quantitative finance Reference manual - version 1.20

Public Member Functions | List of all members
MakeSwaption Class Reference

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)

## Detailed Description

helper class

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