cdsoption.hpp File Reference

CDS option. More...

#include <ql/option.hpp>
#include <ql/instruments/creditdefaultswap.hpp>

Go to the source code of this file.

Classes
class	CdsOption
	CDS option. More...
class	CdsOption::arguments
	Arguments for CDS-option calculation More...
class	CdsOption::results
	Results from CDS-option calculation More...
class	CdsOption::engine
	base class for swaption engines More...

Namespaces
namespace	QuantLib

Detailed Description

CDS option.

Definition in file cdsoption.hpp.