- QuantLib
- LfmSwaptionEngine
Libor forward model swaption engine based on Black formula More...
#include <ql/legacy/libormarketmodels/lfmswaptionengine.hpp>

Public Member Functions | |
| LfmSwaptionEngine (const boost::shared_ptr< LiborForwardModel > &model, const Handle< YieldTermStructure > &discountCurve) | |
| void | calculate () const |
Libor forward model swaption engine based on Black formula