FloatFloatSwaption::FloatFloatSwaption(
const boost::shared_ptr<FloatFloatSwap> &swap,
const boost::shared_ptr<Exercise> &exercise)
: Option(boost::shared_ptr<Payoff>(), exercise), swap_(swap) {
registerWith(swap_);
registerWithObservables(swap_);
}
Swaption::Swaption(const boost::shared_ptr<VanillaSwap>& swap,
const boost::shared_ptr<Exercise>& exercise,
Settlement::Type delivery)
: Option(boost::shared_ptr<Payoff>(), exercise), swap_(swap),
settlementType_(delivery) {
registerWith(swap_);
registerWithObservables(swap_);
}
