riskyassetswapoption.hpp

Langue: en

Version: 379156 (fedora - 01/12/10)

Section: 3 (Bibliothèques de fonctions)

Sommaire

NAME

ql/experimental/credit/riskyassetswapoption.hpp -

option on risky asset swap

SYNOPSIS


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

Classes


class RiskyAssetSwapOption
Option on risky asset swap

Detailed Description

option on risky asset swap

Author

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