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cdsoption.hpp
Langue: en
Version: 376243 (fedora - 01/12/10)
Section: 3 (Bibliothèques de fonctions)
NAME
ql/experimental/credit/cdsoption.hpp -CDS option.
SYNOPSIS
#include <ql/option.hpp>
#include <ql/instruments/creditdefaultswap.hpp>
Classes
class CdsOption
CDS option.
class CdsOption::arguments
Arguments for CDS-option calculation
class CdsOption::results
Results from CDS-option calculation
class CdsOption::engine
base class for swaption engines
Detailed Description
CDS option.
Author
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