midpointcdsengine.hpp

Langue: en

Autres versions - même langue

Version: 156066 (fedora - 05/07/09)

Section: 3 (Bibliothèques de fonctions)

Sommaire

NAME

ql/pricingengines/credit/midpointcdsengine.hpp - Mid-point engine for credit default swaps.

SYNOPSIS


#include <ql/instruments/creditdefaultswap.hpp>

Detailed Description

Mid-point engine for credit default swaps.

Author

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