quantlib.instruments.make_swaption.MakeSwaption

class MakeSwaption(SwapIndex swap_index, option_tenor, Rate strike=Null[Real]())

Bases: object

__init__(*args, **kwargs)

Methods

__init__(*args, **kwargs)
with_exercise_date(self, Date exercise_date)
with_nominal(self, Real nominal)
with_option_convention(self, ...)
with_pricing_engine(self, PricingEngine engine)
with_settlement_method(self, Method method)
with_settlement_type(self, Type delivery)
with_underlying_type(self, Type swap_type)

with_exercise_date(self, Date exercise_date)

with_nominal(self, Real nominal)

with_option_convention(self, BusinessDayConvention bdc)

with_pricing_engine(self, PricingEngine engine)

with_settlement_method(self, Method method)

with_settlement_type(self, Type delivery)

with_underlying_type(self, Type swap_type)