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<b>QuantLib</b>::<a class="el" href="class_quant_lib_1_1_jamshidian_swaption_engine.html">JamshidianSwaptionEngine</a></div>
<h1>JamshidianSwaptionEngine Class Reference<br>
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[<a class="el" href="group__swaptionengines.html">Swaption engines</a>]</small>
</h1><!-- doxytag: class="QuantLib::JamshidianSwaptionEngine" --><!-- doxytag: inherits="QuantLib::GenericModelEngine" --><code>#include <ql/PricingEngines/Swaption/jamshidianswaptionengine.hpp></code>
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Inheritance diagram for JamshidianSwaptionEngine:<p><center><img src="class_quant_lib_1_1_jamshidian_swaption_engine__inherit__graph.png" border="0" usemap="#_jamshidian_swaption_engine__inherit__map" alt="Inheritance graph"></center>
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Jamshidian swaption engine.
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<dl compact><dt><b><a class="el" href="caveats.html#_caveats000073">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#_a33">BermudanSwaption.cpp</a>.</dl>
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<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="983e6e12e5fcf23a66aca1d94fae28f9"></a><!-- doxytag: member="QuantLib::JamshidianSwaptionEngine::JamshidianSwaptionEngine" ref="983e6e12e5fcf23a66aca1d94fae28f9" args="(const boost::shared_ptr< OneFactorAffineModel > &model)" -->
</td><td class="memItemRight" valign="bottom"><b>JamshidianSwaptionEngine</b> (const boost::shared_ptr< <a class="el" href="class_quant_lib_1_1_one_factor_affine_model.html">OneFactorAffineModel</a> > &model)</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="082ff96da379d5e17436372ccb3c0972"></a><!-- doxytag: member="QuantLib::JamshidianSwaptionEngine::calculate" ref="082ff96da379d5e17436372ccb3c0972" args="() const" -->
void </td><td class="memItemRight" valign="bottom"><b>calculate</b> () const</td></tr>
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<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="b0a2f098de5f255b399b71ae199b3496"></a><!-- doxytag: member="QuantLib::JamshidianSwaptionEngine::rStarFinder" ref="b0a2f098de5f255b399b71ae199b3496" args="" -->
class </td><td class="memItemRight" valign="bottom"><b>rStarFinder</b></td></tr>
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