functions to construct and use Swaption objects.
The first step is to load the QuantLib package.
Needs["QuantLib`"]
Within the Swaption part there are several constructors and member functions available
In[269]:=
Select[Category[Swaption],QLConstructor[#]&]
Out[269]=
In[270]:=
Select[Category[Swaption],QLMember[#]&]
Out[270]=
obj=Swaption[VanillaSwap,Exercise,SettlementType]
MakeSwaption
obj=MakeSwaption[SwapIndex,OptionTenor,PricingEngineID]
SwaptionType
SwaptionType[obj]
SwaptionSettlementType
SwaptionSettlementType[obj]
SwaptionImpliedVolatility
SwaptionImpliedVolatility[obj,Price,YieldCurve]
