quantlib.instruments.make_swaption.

MakeSwaption

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

Bases: object

Methods

__call__(*args, **kwargs)	Call self as a function.
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)