midpointcdsengine.hpp File Reference

Mid-point engine for credit default swaps. More...

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

Go to the source code of this file.

Classes
class	MidPointCdsEngine

Namespaces
namespace	QuantLib

Detailed Description

Mid-point engine for credit default swaps.

Definition in file midpointcdsengine.hpp.