quantlib.pricingengines.swaption.jamshidian_swaption_engine.JamshidianSwaptionEngine¶
- class JamshidianSwaptionEngine(HullWhite model, YieldTermStructure ts=YieldTermStructure())¶
Bases:
PricingEngine
- __init__(*args, **kwargs)¶
Methods
__init__
(*args, **kwargs)