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<b>QuantLib</b>::<a class="el" href="class_quant_lib_1_1_g2_swaption_engine.html">G2SwaptionEngine</a></div>
<h1>G2SwaptionEngine Class Reference<br>
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[<a class="el" href="group__swaptionengines.html">Swaption engines</a>]</small>
</h1><!-- doxytag: class="QuantLib::G2SwaptionEngine" --><!-- doxytag: inherits="QuantLib::GenericModelEngine" --><code>#include <ql/PricingEngines/Swaption/g2swaptionengine.hpp></code>
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Inheritance diagram for G2SwaptionEngine:<p><center><img src="class_quant_lib_1_1_g2_swaption_engine__inherit__graph.png" border="0" usemap="#_g2_swaption_engine__inherit__map" alt="Inheritance graph"></center>
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<center><font size="2">[<a href="graph_legend.html">legend</a>]</font></center><a href="class_quant_lib_1_1_g2_swaption_engine-members.html">List of all members.</a><hr><a name="_details"></a><h2>Detailed Description</h2>
Swaption priced by means of the Black formula
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<dl compact><dt><b><a class="el" href="caveats.html#_caveats000072">Warning:</a></b></dt><dd>The engine assumes that the exercise date equals the start date of the passed swap. </dd></dl>
<dl compact><dt><b>Examples: </b></dt><dd>
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<a class="el" href="_bermudan_swaption_8cpp-example.html#_a32">BermudanSwaption.cpp</a>.</dl>
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<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="0dce1dd80058133735e153b0c9c53189"></a><!-- doxytag: member="QuantLib::G2SwaptionEngine::G2SwaptionEngine" ref="0dce1dd80058133735e153b0c9c53189" args="(const boost::shared_ptr< G2 > &mod, Real range, Size intervals)" -->
</td><td class="memItemRight" valign="bottom"><b>G2SwaptionEngine</b> (const boost::shared_ptr< <a class="el" href="class_quant_lib_1_1_g2.html">G2</a> > &mod, Real range, Size intervals)</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="082ff96da379d5e17436372ccb3c0972"></a><!-- doxytag: member="QuantLib::G2SwaptionEngine::calculate" ref="082ff96da379d5e17436372ccb3c0972" args="() const" -->
void </td><td class="memItemRight" valign="bottom"><b>calculate</b> () const</td></tr>
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