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QuantLib_CdsOption_engine
Langue: en
Version: 374165 (fedora - 01/12/10)
Section: 3 (Bibliothèques de fonctions)
NAME
QuantLib::CdsOption::engine -base class for swaption engines
SYNOPSIS
#include <ql/experimental/credit/cdsoption.hpp>
Inherits GenericEngine< CdsOption::arguments, CdsOption::results >.
Inherited by BlackCdsOptionEngine.
Detailed Description
base class for swaption engines
Author
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