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|  | BlackStyleSwaptionEngine (const Handle< YieldTermStructure > &discountCurve, Volatility vol, const DayCounter &dc=Actual365Fixed(), Real displacement=0.0, CashAnnuityModel model=DiscountCurve) | 
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|  | BlackStyleSwaptionEngine (const Handle< YieldTermStructure > &discountCurve, const Handle< Quote > &vol, const DayCounter &dc=Actual365Fixed(), Real displacement=0.0, CashAnnuityModel model=DiscountCurve) | 
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|  | BlackStyleSwaptionEngine (const Handle< YieldTermStructure > &discountCurve, const Handle< SwaptionVolatilityStructure > &vol, CashAnnuityModel model=DiscountCurve) | 
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| void | calculate () const | 
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| Handle< YieldTermStructure > | termStructure () | 
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| Handle< SwaptionVolatilityStructure > | volatility () | 
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| PricingEngine::arguments * | getArguments () const | 
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| const PricingEngine::results * | getResults () const | 
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| void | reset () | 
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| void | update () | 
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|  | Observable (const Observable &) | 
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| Observable & | operator= (const Observable &) | 
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| void | notifyObservers () | 
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|  | Observer (const Observer &) | 
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| Observer & | operator= (const Observer &) | 
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| std::pair< iterator, bool > | registerWith (const boost::shared_ptr< Observable > &) | 
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| void | registerWithObservables (const boost::shared_ptr< Observer > &) | 
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| Size | unregisterWith (const boost::shared_ptr< Observable > &) | 
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| void | unregisterWithAll () | 
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| virtual void | deepUpdate () | 
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template<class Spec>
class QuantLib::detail::BlackStyleSwaptionEngine< Spec >
Generic Black-style-formula swaption engine This is the base class for the Black and Bachelier swaption engines