Pricing engine for irregular swaptions. More...
#include <ql/experimental/swaptions/haganirregularswaptionengine.hpp>
 Inheritance diagram for HaganIrregularSwaptionEngine:
 Inheritance diagram for HaganIrregularSwaptionEngine:| Public Member Functions | |
| void | calculate () const | 
| Real | HKPrice (Basket &basket, boost::shared_ptr< Exercise > &exercise) const | 
| Real | LGMPrice (Basket &basket, boost::shared_ptr< Exercise > &exercise) const | 
| HaganIrregularSwaptionEngine (const Handle< SwaptionVolatilityStructure > &, const Handle< YieldTermStructure > &termStructure=Handle< YieldTermStructure >()) | |
|  Public Member Functions inherited from GenericEngine< IrregularSwaption::arguments, IrregularSwaption::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 () | 
| virtual void | deepUpdate () | 
| Friends | |
| class | rStarFinder | 
| 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 GenericEngine< IrregularSwaption::arguments, IrregularSwaption::results > | |
| IrregularSwaption::arguments | arguments_ | 
| IrregularSwaption::results | results_ | 
Pricing engine for irregular swaptions.
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