quantlib.pricingengines.swaption.jamshidian_swaption_engine.
JamshidianSwaptionEngine
¶
class
JamshidianSwaptionEngine
(
OneFactorAffineModel
model
,
HandleYieldTermStructure
ts=HandleYieldTermStructure()
)
¶
Bases:
PricingEngine
Quantlib cython wrapper
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