QuantLib: MakeSwaption Class Reference

### A free/open-source library for quantitative finance

# MakeSwaption Class Reference

`#include <ql/instruments/makeswaptions.hpp>`

List of all members.

## Detailed Description

helper class

This class provides a more comfortable way to instantiate standard market swaption.

## Public Member Functions
| MakeSwaption (const boost::shared_ptr< SwapIndex > &swapIndex, Rate strike=Null< Rate >(), const Period &forwardStart=0 *Days)
| operator Swaption () const
| operator boost::shared_ptr< Swaption > () const
MakeSwaption & | withSwaptionConvention (BusinessDayConvention bdc)
MakeSwaption & | withSettlementType (Settlement::Type delivery)
MakeSwaption & | withPricingEngine (const boost::shared_ptr< PricingEngine > &engine)