cdsoption.hpp

Langue: en

Autres versions - même langue

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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