CdsOption::arguments Class Reference

Arguments for CDS-option calculation More...

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

Inheritance diagram for CdsOption::arguments:

Public Member Functions
void	validate () const override
Public Member Functions inherited from Option::arguments
void	validate () const override

Public Attributes
ext::shared_ptr< CreditDefaultSwap >	swap
bool	knocksOut
Public Attributes inherited from Option::arguments
ext::shared_ptr< Payoff >	payoff
ext::shared_ptr< Exercise >	exercise

Detailed Description

Arguments for CDS-option calculation