MakeSwaption Class Reference

helper class More...

#include <ql/instruments/makeswaption.hpp>

List of all members.

Public Member Functions
	MakeSwaption (const boost::shared_ptr< SwapIndex > &swapIndex, const Period &optionTenor, Rate strike=Null< Rate >())
	operator Swaption () const
	operator boost::shared_ptr< Swaption > () const
MakeSwaption &	withSettlementType (Settlement::Type delivery)
MakeSwaption &	withOptionConvention (BusinessDayConvention bdc)
MakeSwaption &	withExerciseDate (const Date &)
MakeSwaption &	withPricingEngine (const boost::shared_ptr< PricingEngine > &engine)

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Detailed Description

helper class

This class provides a more comfortable way to instantiate standard market swaption.