| Modifier and Type | Method and Description |
|---|---|
protected static long |
SWIGTYPE_p_LinearTsrPricer__Settings.getCPtr(SWIGTYPE_p_LinearTsrPricer__Settings obj) |
| Constructor and Description |
|---|
LinearTsrPricer(SwaptionVolatilityStructureHandle swaptionVol,
QuoteHandle meanReversion,
YieldTermStructureHandle couponDiscountCurve,
SWIGTYPE_p_LinearTsrPricer__Settings settings) |
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