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QuantLib_RiskyAssetSwapOption
Langue: en
Version: 375494 (fedora - 01/12/10)
Section: 3 (Bibliothèques de fonctions)
NAME
QuantLib::RiskyAssetSwapOption -Option on risky asset swap
SYNOPSIS
#include <ql/experimental/credit/riskyassetswapoption.hpp>
Inherits QuantLib::Instrument.
Public Member Functions
RiskyAssetSwapOption (bool payer, const boost::shared_ptr< RiskyAssetSwap > &asw, const Date &expiry, Rate marketSpread, Volatility spreadVolatility)
Detailed Description
Option on risky asset swap
Author
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