- All Known Implementing Classes:
BermudanSwaptionFromSwapSchedules
,Swaption
,SwaptionAnalyticApproximation
,SwaptionAnalyticApproximationRebonato
,SwaptionATM
,SwaptionFromSwapSchedules
,SwaptionGeneralizedAnalyticApproximation
,SwaptionSimple
,SwaptionSingleCurveAnalyticApproximation
public interface Swaption
A market interface for all swaption implementations and a holder for some product specific definitions.
- Author:
- Christian Fries
-
Nested Class Summary
Modifier and TypeInterfaceDescriptionstatic enum
Swaptions specific value units, like swaption implied volatilities.