blackcdsoptionengine.hpp

Langue: en

Version: 380636 (fedora - 01/12/10)

Section: 3 (Bibliothèques de fonctions)

Sommaire

NAME

ql/experimental/credit/blackcdsoptionengine.hpp -

Black credit default swap option engine.

SYNOPSIS


#include <ql/experimental/credit/cdsoption.hpp>

Classes


class BlackCdsOptionEngine
Black-formula CDS-option engine.

Detailed Description

Black credit default swap option engine.

Author

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