JamshidianSwaptionEngine Class Reference
[Swaption engines]

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

Inheritance diagram for JamshidianSwaptionEngine:

Inheritance graph
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List of all members.

Detailed Description

Jamshidian swaption engine.


Public Member Functions

 JamshidianSwaptionEngine (const boost::shared_ptr< OneFactorAffineModel > &model)
void calculate () const


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