1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
|
<!DOCTYPE HTML PUBLIC "-//W3C//DTD HTML 4.01 Transitional//EN">
<html>
<head>
<meta http-equiv="Content-Type" content="text/html;charset=UTF-8">
<meta name="robots" content="none">
<title>QuantLib: MakeSwaption Class Reference</title>
<link rel="stylesheet" href="quantlib.css" type="text/css">
<link rel="stylesheet" href="print.css" type="text/css" media="print">
<link rel="shortcut icon" href="favicon.ico" type="image/x-icon">
<link rel="icon" href="favicon.ico" type="image/x-icon">
</head>
<body>
<div id="container">
<div id="header">
<img class="titleimage"
src="QL-title.jpg" width="212" height="47" border="0"
alt="QuantLib">
<br>
<h3 class="subtitle">A free/open-source library for quantitative finance</h3>
</div>
<div id="menu">
<h3 class="navbartitle">Version 0.9.0</h3>
<hr>
<h3 class="navbartitle">Getting started</h3>
<ul class="navbarlist">
<li class="navlink"><a href="index.html">Introduction</a></li>
<li class="navlink"><a href="overview.html">Project overview</a></li>
<li class="navlink"><a href="where.html">Where to get QuantLib</a></li>
<li class="navlink"><a href="install.html">Installation</a></li>
<li class="navlink"><a href="config.html">Configuration</a></li>
<li class="navlink"><a href="usage.html">Usage</a></li>
<li class="navlink"><a href="history.html">Version history</a></li>
<li class="navlink"><a href="resources.html">Additional resources</a></li>
<li class="navlink"><a href="group.html">The QuantLib group</a></li>
<li class="navlink"><a href="license.html">Copyright and license</a></li>
</ul>
<hr>
<h3 class="navbartitle">Reference manual</h3>
<ul class="navbarlist">
<li class="navlink"><a href="modules.html">Modules</a></li>
<li class="navlink"><a href="hierarchy.html">Class Hierarchy</a></li>
<li class="navlink"><a href="annotated.html">Compound List</a></li>
<li class="navlink"><a href="files.html">File List</a></li>
<li class="navlink"><a href="functions.html">Compound Members</a></li>
<li class="navlink"><a href="globals.html">File Members</a></li>
<li class="navlink"><a href="bug.html">Known Bugs</a></li>
<li class="navlink"><a href="caveats.html">Caveats</a></li>
<li class="navlink"><a href="test.html">Test Suite</a></li>
<li class="navlink"><a href="examples.html">Examples</a></li>
</ul>
</div>
<div id="content">
<!--Doxygen-generated content-->
<!-- Generated by Doxygen 1.5.4 -->
<div class="nav">
<a class="el" href="namespace_quant_lib.html">QuantLib</a>::<a class="el" href="class_quant_lib_1_1_make_swaption.html">MakeSwaption</a></div>
<h1>MakeSwaption Class Reference</h1><!-- doxytag: class="QuantLib::MakeSwaption" --><code>#include <ql/instruments/makeswaptions.hpp></code>
<p>
<p>
<a href="class_quant_lib_1_1_make_swaption-members.html">List of all members.</a><hr><a name="_details"></a><h2>Detailed Description</h2>
helper class
<p>
This class provides a more comfortable way to instantiate standard market swaption. <table border="0" cellpadding="0" cellspacing="0">
<tr><td></td></tr>
<tr><td colspan="2"><br><h2>Public Member Functions</h2></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="ada4f12bd28c4caf2feeaccd47c40747"></a><!-- doxytag: member="QuantLib::MakeSwaption::MakeSwaption" ref="ada4f12bd28c4caf2feeaccd47c40747" args="(const boost::shared_ptr< SwapIndex > &swapIndex, Rate strike=Null< Rate >(), const Period &forwardStart=0 *Days)" -->
</td><td class="memItemRight" valign="bottom"><b>MakeSwaption</b> (const boost::shared_ptr< <a class="el" href="class_quant_lib_1_1_swap_index.html">SwapIndex</a> > &swapIndex, <a class="el" href="group__types.html#gede435af51236692b1107d7639581d39">Rate</a> strike=<a class="el" href="class_quant_lib_1_1_null.html">Null</a>< <a class="el" href="group__types.html#gede435af51236692b1107d7639581d39">Rate</a> >(), const <a class="el" href="class_quant_lib_1_1_period.html">Period</a> &forwardStart=0 *Days)</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="7eb9fcdd8c15aaa0b285f1aa1cf2faaa"></a><!-- doxytag: member="QuantLib::MakeSwaption::operator Swaption" ref="7eb9fcdd8c15aaa0b285f1aa1cf2faaa" args="() const " -->
</td><td class="memItemRight" valign="bottom"><b>operator Swaption</b> () const </td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="1b0428af8b0787e9bedf904415375a56"></a><!-- doxytag: member="QuantLib::MakeSwaption::operator boost::shared_ptr< Swaption >" ref="1b0428af8b0787e9bedf904415375a56" args="() const " -->
</td><td class="memItemRight" valign="bottom"><b>operator boost::shared_ptr< Swaption ></b> () const </td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="cce8faa6c3343af346c64363eda6e836"></a><!-- doxytag: member="QuantLib::MakeSwaption::withSwaptionConvention" ref="cce8faa6c3343af346c64363eda6e836" args="(BusinessDayConvention bdc)" -->
<a class="el" href="class_quant_lib_1_1_make_swaption.html">MakeSwaption</a> & </td><td class="memItemRight" valign="bottom"><b>withSwaptionConvention</b> (<a class="el" href="group__datetime.html#gff46c5ae9385d20709bedade86edd368">BusinessDayConvention</a> bdc)</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="38cdc0b04f7f5fc09a8f723bae7a1164"></a><!-- doxytag: member="QuantLib::MakeSwaption::withSettlementType" ref="38cdc0b04f7f5fc09a8f723bae7a1164" args="(Settlement::Type delivery)" -->
<a class="el" href="class_quant_lib_1_1_make_swaption.html">MakeSwaption</a> & </td><td class="memItemRight" valign="bottom"><b>withSettlementType</b> (Settlement::Type delivery)</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="2206dd43edbcfc23780a85d933c5cac6"></a><!-- doxytag: member="QuantLib::MakeSwaption::withPricingEngine" ref="2206dd43edbcfc23780a85d933c5cac6" args="(const boost::shared_ptr< PricingEngine > &engine)" -->
<a class="el" href="class_quant_lib_1_1_make_swaption.html">MakeSwaption</a> & </td><td class="memItemRight" valign="bottom"><b>withPricingEngine</b> (const boost::shared_ptr< <a class="el" href="class_quant_lib_1_1_pricing_engine.html">PricingEngine</a> > &engine)</td></tr>
</table>
</div>
<div class="footer">
<div class="endmatter">
Documentation generated by
<a href="http://www.doxygen.org">Doxygen</a> 1.5.4
</div>
</div>
</div>
</body>
</html>
|
