Rechercher une page de manuel
QuantLib_CdsOption_arguments
Langue: en
Version: 383042 (fedora - 01/12/10)
Section: 3 (Bibliothèques de fonctions)
NAME
QuantLib::CdsOption::arguments -Arguments for CDS-option calculation
SYNOPSIS
#include <ql/experimental/credit/cdsoption.hpp>
Inherits QuantLib::CreditDefaultSwap::arguments, and QuantLib::Option::arguments.
Public Member Functions
void validate () const
Public Attributes
boost::shared_ptr< CreditDefaultSwap > swap
bool knocksOut
Detailed Description
Arguments for CDS-option calculation
Author
Generated automatically by Doxygen for QuantLib from the source code.
Contenus ©2006-2024 Benjamin Poulain
Design ©2006-2024 Maxime Vantorre