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.