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
MakeSwaptionwithSettlementType (Settlement::Type delivery)
MakeSwaptionwithOptionConvention (BusinessDayConvention bdc)
MakeSwaptionwithExerciseDate (const Date &)
MakeSwaptionwithPricingEngine (const boost::shared_ptr< PricingEngine > &engine)

Detailed Description

helper class

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