|
| BlackStyleSwaptionEngine (const Handle< YieldTermStructure > &discountCurve, Volatility vol, const DayCounter &dc=Actual365Fixed(), Real displacement=0.0, CashAnnuityModel model=DiscountCurve) |
|
| BlackStyleSwaptionEngine (const Handle< YieldTermStructure > &discountCurve, const Handle< Quote > &vol, const DayCounter &dc=Actual365Fixed(), Real displacement=0.0, CashAnnuityModel model=DiscountCurve) |
|
| BlackStyleSwaptionEngine (const Handle< YieldTermStructure > &discountCurve, const Handle< SwaptionVolatilityStructure > &vol, CashAnnuityModel model=DiscountCurve) |
|
void | calculate () const |
|
Handle< YieldTermStructure > | termStructure () |
|
Handle< SwaptionVolatilityStructure > | volatility () |
|
PricingEngine::arguments * | getArguments () const |
|
const PricingEngine::results * | getResults () const |
|
void | reset () |
|
void | update () |
|
virtual arguments * | getArguments () const =0 |
|
virtual const results * | getResults () const =0 |
|
| Observable (const Observable &) |
|
Observable & | operator= (const Observable &) |
|
void | notifyObservers () |
|
| Observer (const Observer &) |
|
Observer & | operator= (const Observer &) |
|
std::pair< iterator, bool > | registerWith (const ext::shared_ptr< Observable > &) |
|
void | registerWithObservables (const ext::shared_ptr< Observer > &) |
|
Size | unregisterWith (const ext::shared_ptr< Observable > &) |
|
void | unregisterWithAll () |
|
virtual void | deepUpdate () |
|
template<class Spec>
class QuantLib::detail::BlackStyleSwaptionEngine< Spec >
Generic Black-style-formula swaption engine This is the base class for the Black and Bachelier swaption engines