Black-formula swaption engine. More...
#include <ql/pricingengines/swaption/blackswaptionengine.hpp>
Public Member Functions | |
BlackSwaptionEngine (const Handle< YieldTermStructure > &discountCurve, Volatility vol, const DayCounter &dc=Actual365Fixed()) | |
BlackSwaptionEngine (const Handle< YieldTermStructure > &discountCurve, const Handle< Quote > &vol, const DayCounter &dc=Actual365Fixed()) | |
BlackSwaptionEngine (const Handle< YieldTermStructure > &discountCurve, const Handle< SwaptionVolatilityStructure > &vol) | |
void | calculate () const |
Handle< YieldTermStructure > | termStructure () |
Handle < SwaptionVolatilityStructure > | volatility () |
Additional Inherited Members | |
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Swaption::arguments | arguments_ |
Swaption::results | results_ |
Black-formula swaption engine.