public Swaption(VanillaSwap swap, Exercise exercise)
: base(new Payoff(), exercise)
{
settlementType_ = Settlement.Type.Physical;
swap_ = swap;
swap_.registerWith(update);
}
public Swaption(VanillaSwap swap, Exercise exercise, Settlement.Type delivery)
: base(new Payoff(), exercise)
{
settlementType_ = delivery;
swap_ = swap;
swap_.registerWith(update);
}
public Swaption(VanillaSwap swap,
Exercise exercise,
Settlement.Type delivery = Settlement.Type.Physical,
Settlement.Method settlementMethod = Settlement.Method.PhysicalOTC)
: base(new Payoff(), exercise)
{
settlementType_ = delivery;
settlementMethod_ = settlementMethod;
swap_ = swap;
swap_.registerWith(update);
}