quantlib.instruments.fixedvsfloatingswap.FixedVsFloatingSwap.set_pricing_engine

FixedVsFloatingSwap.set_pricing_engine(self, PricingEngine engine)

Sets the pricing engine to be used.

Warning

Calling this method will have no effects in case the performCalculation method was overridden in a derived class.

Parameters:
enginePricingEngine

The pricing engine to be used.