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QuantLib: a free/open-source library for quantitative finance
Reference manual - version 1.40
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settlement information More...
#include <ql/instruments/swaption.hpp>
Public Types | |
| enum | Type { Physical , Cash } |
| enum | Method { PhysicalOTC , PhysicalCleared , CollateralizedCashPrice , ParYieldCurve } |
Static Public Member Functions | |
| static void | checkTypeAndMethodConsistency (Settlement::Type, Settlement::Method) |
| check consistency of settlement type and method | |
settlement information