blackcdsoptionengine.hpp File Reference

Black credit default swap option engine. More...

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

Go to the source code of this file.

Classes
class	BlackCdsOptionEngine
	Black-formula CDS-option engine. More...

Namespaces
namespace	QuantLib

Detailed Description

Black credit default swap option engine.

Definition in file blackcdsoptionengine.hpp.