Black-formula swaption engine. More...
#include <ql/pricingengines/swaption/blackswaptionengine.hpp>
Inheritance diagram for BlackSwaptionEngine:Public Member Functions | |
| BlackSwaptionEngine (const Handle< YieldTermStructure > &discountCurve, Volatility vol, const DayCounter &dc=Actual365Fixed(), Real displacement=0.0) | |
| BlackSwaptionEngine (const Handle< YieldTermStructure > &discountCurve, const Handle< Quote > &vol, const DayCounter &dc=Actual365Fixed(), Real displacement=0.0) | |
| BlackSwaptionEngine (const Handle< YieldTermStructure > &discountCurve, const Handle< SwaptionVolatilityStructure > &vol, Real displacement=0.0) | |
| void | calculate () const |
| Handle< YieldTermStructure > | termStructure () |
| Handle< SwaptionVolatilityStructure > | volatility () |
| Real | displacement () |
Public Member Functions inherited from GenericEngine< Swaption::arguments, Swaption::results > | |
| PricingEngine::arguments * | getArguments () const |
| const PricingEngine::results * | getResults () const |
| void | reset () |
| void | update () |
Public Member Functions inherited from Observable | |
| Observable (const Observable &) | |
| Observable & | operator= (const Observable &) |
| void | notifyObservers () |
Public Member Functions inherited from Observer | |
| Observer (const Observer &) | |
| Observer & | operator= (const Observer &) |
| std::pair< std::set< boost::shared_ptr< Observable > >::iterator, bool > | registerWith (const boost::shared_ptr< Observable > &) |
| void | registerWithObservables (const boost::shared_ptr< Observer > &) |
| Size | unregisterWith (const boost::shared_ptr< Observable > &) |
| void | unregisterWithAll () |
Additional Inherited Members | |
Protected Attributes inherited from GenericEngine< Swaption::arguments, Swaption::results > | |
| Swaption::arguments | arguments_ |
| Swaption::results | results_ |
Black-formula swaption engine.