Normal Bachelier-formula swaption engine. More...
#include <ql/pricingengines/swaption/blackswaptionengine.hpp>
Inheritance diagram for BachelierSwaptionEngine:Public Member Functions | |
| BachelierSwaptionEngine (const Handle< YieldTermStructure > &discountCurve, Volatility vol, const DayCounter &dc=Actual365Fixed()) | |
| BachelierSwaptionEngine (const Handle< YieldTermStructure > &discountCurve, const Handle< Quote > &vol, const DayCounter &dc=Actual365Fixed()) | |
| BachelierSwaptionEngine (const Handle< YieldTermStructure > &discountCurve, const Handle< SwaptionVolatilityStructure > &vol) | |
Public Member Functions inherited from BlackStyleSwaptionEngine< detail::BachelierSpec > | |
| BlackStyleSwaptionEngine (const Handle< YieldTermStructure > &discountCurve, Volatility vol, const DayCounter &dc=Actual365Fixed(), Real displacement=0.0) | |
| BlackStyleSwaptionEngine (const Handle< YieldTermStructure > &discountCurve, const Handle< Quote > &vol, const DayCounter &dc=Actual365Fixed(), Real displacement=0.0) | |
| BlackStyleSwaptionEngine (const Handle< YieldTermStructure > &discountCurve, const Handle< SwaptionVolatilityStructure > &vol, Real displacement=Null< Real >()) | |
| void | calculate () const |
| Handle< YieldTermStructure > | termStructure () |
| Handle< SwaptionVolatilityStructure > | volatility () |
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< 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 | |
Public Types inherited from Observer | |
| typedef std::set< boost::shared_ptr< Observable > > | set_type |
| typedef set_type::iterator | iterator |
Protected Attributes inherited from BlackStyleSwaptionEngine< detail::BachelierSpec > | |
| Real | displacement_ |
Protected Attributes inherited from GenericEngine< Swaption::arguments, Swaption::results > | |
| Swaption::arguments | arguments_ |
| Swaption::results | results_ |
Normal Bachelier-formula swaption engine.