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Float_Float_SwaptionFloat Float Swaption is a Tradable that represents a zero striked Option where the underlying contract is a FloatFloat IRS.
Stated differently, the holder of a call Float Float 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 Float Float Swaption contract.
The pricing methodology is specified in Model[Float Float Swaption]
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