Swaption Pricing Engines

BlackSwaptionEngine

ql.BlackSwaptionEngine(yts, quote)
ql.BlackSwaptionEngine(yts, swaptionVolatilityStructure)
ql.BlackSwaptionEngine(yts, quote, dayCounter)
ql.BlackSwaptionEngine(yts, quote, dayCounter, displacement)
blackEngine = ql.BlackSwaptionEngine(yts, ql.QuoteHandle(ql.SimpleQuote(0.55)))
blackEngine = ql.BlackSwaptionEngine(yts, ql.QuoteHandle(ql.SimpleQuote(0.55)), ql.ActualActual())
blackEngine = ql.BlackSwaptionEngine(yts, ql.QuoteHandle(ql.SimpleQuote(0.55)), ql.ActualActual(), 0.01)

BachelierSwaptionEngine

ql.BachelierSwaptionEngine(yts, quote)
ql.BachelierSwaptionEngine(yts, swaptionVolatilityStructure)
ql.BachelierSwaptionEngine(yts, quote, dayCounter)
bachelierEngine = ql.BachelierSwaptionEngine(yts, ql.QuoteHandle(ql.SimpleQuote(0.0055)))
swaption.setPricingEngine(bachelierEngine)
swaption.NPV()

FdHullWhiteSwaptionEngine

ql.FdHullWhiteSwaptionEngine(model, range, interval)
model = ql.HullWhite(yts)
engine = ql.FdHullWhiteSwaptionEngine(model)
swaption.setPricingEngine(engine)
swaption.NPV()

FdG2SwaptionEngine

ql.FdG2SwaptionEngine(model)
model = ql.G2(yts)
engine = ql.FdG2SwaptionEngine(model)
swaption.setPricingEngine(engine)
swaption.NPV()

G2SwaptionEngine

ql.G2SwaptionEngine(model, range, interval)
model = ql.G2(yts)
g2Engine = ql.G2SwaptionEngine(model, 4, 4)
swaption.setPricingEngine(g2Engine)
swaption.NPV()

JamshidianSwaptionEngine

ql.JamshidianSwaptionEngine(OneFactorAffineModel)
ql.JamshidianSwaptionEngine(OneFactorAffineModel, YieldTermStructure)
model = ql.HullWhite(yts)
engine = ql.JamshidianSwaptionEngine(model, yts)
swaption.setPricingEngine(g2Engine)
swaption.NPV()

TreeSwaptionEngine

ql.TreeSwaptionEngine(ShortRateModel, Size, YieldTermStructure)
ql.TreeSwaptionEngine(ShortRateModel, Size)
ql.TreeSwaptionEngine(ShortRateModel, TimeGrid, YieldTermStructure)
ql.TreeSwaptionEngine(ShortRateModel, TimeGrid)
model = ql.HullWhite(yts)
engine = ql.TreeSwaptionEngine(model, 10)
swaption.setPricingEngine(g2Engine)
swaption.NPV()