Swing Option is a of with functions , keys and example object that represents an contract that may be exercised more than once at distinct times chosen by the option holder out of a set of predefined exercise-allowing times.
The number of actually undertaken exercises must lie between two numbers that are specified in the option contract.
The set of predefined exercise-allowing times may optionally involve intraday intervals by specifying the start and end dates as well as the number of seconds that separate any two successive exercise-allowing times.
The following features are currently not supported by QuantLib:
Barriers, discrete dividends.
The pricing methodology is specified in