Swaption engines
[Pricing engines]


Detailed Description


Classes

class  LfmSwaptionEngine
 Libor forward model swaption engine based on Black formula More...
class  BlackSwaptionEngine
 Black-formula swaption engine. More...
class  G2SwaptionEngine
 Swaption priced by means of the Black formula More...
class  JamshidianSwaptionEngine
 Jamshidian swaption engine. More...
class  TreeSwaptionEngine
 Numerical lattice engine for swaptions. More...