DiscountingSwapEngine Class Reference

Discounting engine for swaps. More...

#include <ql/pricingengines/swap/discountingswapengine.hpp>

Public Member Functions
	DiscountingSwapEngine (Handle< YieldTermStructure > discountCurve=Handle< YieldTermStructure >(), const ext::optional< bool > &includeSettlementDateFlows=ext::nullopt, Date settlementDate=Date(), Date npvDate=Date())
void	calculate () const override
Handle< YieldTermStructure >	discountCurve () const

Detailed Description

Discounting engine for swaps.

This engine discounts future swap cashflows to the reference date of the discount curve.

Member Function Documentation

calculate()

void calculate ( ) const

overridevirtual

Implements PricingEngine.