RiskyAssetSwapOption Class Reference

Option on risky asset swap More...

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

Inheritance diagram for RiskyAssetSwapOption:

List of all members.

Public Member Functions

 RiskyAssetSwapOption (bool payer, const boost::shared_ptr< RiskyAssetSwap > &asw, const Date &expiry, Rate marketSpread, Volatility spreadVolatility)


Detailed Description

Option on risky asset swap