QuantLib: a free/open-source library for quantitative finance
Reference manual - version 1.40
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Settlement Struct Reference

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

Detailed Description

settlement information