QuantLib_CdsOption_arguments

Langue: en

Version: 383042 (fedora - 01/12/10)

Section: 3 (Bibliothèques de fonctions)

Sommaire

NAME

QuantLib::CdsOption::arguments -

Arguments for CDS-option calculation

SYNOPSIS


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

Inherits QuantLib::CreditDefaultSwap::arguments, and QuantLib::Option::arguments.

Public Member Functions


void validate () const

Public Attributes


boost::shared_ptr< CreditDefaultSwap > swap

bool knocksOut

Detailed Description

Arguments for CDS-option calculation

Author

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