cdsoption.cpp File Reference

#include <ql/experimental/credit/cdsoption.hpp>
#include <ql/experimental/credit/blackcdsoptionengine.hpp>
#include <ql/exercise.hpp>
#include <ql/quotes/simplequote.hpp>
#include <ql/instruments/payoffs.hpp>
#include <ql/termstructures/yieldtermstructure.hpp>
#include <ql/math/distributions/normaldistribution.hpp>
#include <ql/math/solvers1d/brent.hpp>

Go to the source code of this file.

Namespaces
namespace	QuantLib

Variable Documentation

engine_

ext::shared_ptr<PricingEngine> engine_

private

Definition at line 60 of file cdsoption.cpp.

targetValue_

Real targetValue_

private

Definition at line 61 of file cdsoption.cpp.

vol_

ext::shared_ptr<SimpleQuote> vol_

private

Definition at line 62 of file cdsoption.cpp.

results_

const Instrument::results* results_

private

Definition at line 63 of file cdsoption.cpp.