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Vanilla_Swaption

Vanilla Swaption is a Tradable that represents a zero striked Option where the underlying contract is a Vanilla IRS.
Stated differently, the holder of a call Vanilla Swaption has the right to enter with a long position into a predefined interest rate swap at one of the exercise dates allowed in the Vanilla Swaption contract.

Apart from the attributes associated with it being an
Option, a Vanilla Swaption may exhibit the following additional attributes:
Tradable::Settlement Type

The pricing methodology is specified in
Model[Vanilla Swaption]

The following QuantLib issues have been identified:
Issue::VanillaSwaption_MarketModelBermudan