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)¶