Interface Swaption

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

    Nested Classes
    Modifier and Type
    Interface
    Description
    static enum 
    Swaption.ValueUnit
    Swaptions specific value units, like swaption implied volatilities.