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

Classes
Swaption engines
Pricing engines

## Classes

class | LfmSwaptionEngine
| Libor forward model swaption engine based on Black formula More...
class | BlackSwaptionEngine
| Black-formula swaption engine. More...
class | G2SwaptionEngine
| Swaption priced by means of the Black formula More...
class | JamshidianSwaptionEngine
| Jamshidian swaption engine. More...
class | TreeSwaptionEngine
| Numerical lattice engine for swaptions. More...