G2SwaptionEngine Class Reference
[Swaption engines]

#include <ql/PricingEngines/Swaption/g2swaptionengine.hpp>

Inheritance diagram for G2SwaptionEngine:

Inheritance graph
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List of all members.

Detailed Description

Swaption priced by means of the Black formula


Public Member Functions

 G2SwaptionEngine (const boost::shared_ptr< G2 > &mod, Real range, Size intervals)
void calculate () const


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