1Swaption engines(3)                QuantLib                Swaption engines(3)
2
3
4

NAME

6       Swaption engines -
7

Detailed Description

9   Classes
10       class BlackSwaptionEngine
11           Black-formula swaption engine.
12       class G2SwaptionEngine
13           Swaption priced by means of the Black formula
14       class JamshidianSwaptionEngine
15           Jamshidian swaption engine.
16       class LfmSwaptionEngine
17           Libor forward model swaption engine based on Black formula
18       class TreeSwaptionEngine
19           Numerical lattice engine for swaptions.
20
21
22
23Version 0.8.1                     29 Oct 2007              Swaption engines(3)