quantlib.pricingengines.swaption.jamshidian_swaption_engine.JamshidianSwaptionEngine

class JamshidianSwaptionEngine(OneFactorAffineModel model, HandleYieldTermStructure ts=HandleYieldTermStructure())

Bases: PricingEngine

__init__(*args, **kwargs)

Methods

__init__(*args, **kwargs)