Uses of Class
org.quantlib.VanillaSwap

Uses of VanillaSwap in org.quantlib

Methods in org.quantlib that return VanillaSwap

Modifier and Type	Method	Description
VanillaSwap	MakeVanillaSwap.makeVanillaSwap()
VanillaSwap	SwapRateHelper.swap()
VanillaSwap	Swaption.underlyingSwap()
VanillaSwap	SwaptionHelper.underlyingSwap()

Methods in org.quantlib with parameters of type VanillaSwap

Modifier and Type	Method	Description
protected static long	VanillaSwap.getCPtr(VanillaSwap obj)

Constructors in org.quantlib with parameters of type VanillaSwap

Constructor	Description
FdmAffineG2ModelSwapInnerValue(G2 disModel, G2 fwdModel, VanillaSwap swap, DoubleVector exerciseTimes, DateVector exerciseDates, FdmMesher mesher, long direction)
FdmAffineHullWhiteModelSwapInnerValue(HullWhite disModel, HullWhite fwdModel, VanillaSwap swap, DoubleVector exerciseTimes, DateVector exerciseDates, FdmMesher mesher, long direction)
Swaption(VanillaSwap swap, Exercise exercise)
Swaption(VanillaSwap swap, Exercise exercise, Settlement.Type type)
Swaption(VanillaSwap swap, Exercise exercise, Settlement.Type type, Settlement.Method settlementMethod)