QuantLib
A free/open-source library for quantitative finance
Reference manual - version 1.20
Public Types | Static Public Member Functions | List of all members
Settlement Struct Reference

settlement information More...

#include <ql/instruments/swaption.hpp>

Public Types

enum  Type { Physical, Cash }
 
enum  Method { PhysicalOTC, PhysicalCleared, CollateralizedCashPrice, ParYieldCurve }
 

Static Public Member Functions

static void checkTypeAndMethodConsistency (Settlement::Type, Settlement::Method)
 check consistency of settlement type and method
 

Detailed Description

settlement information