ql/experimental/credit/cdsoption.hpp File Reference

CDS option. More...

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

Include dependency graph for cdsoption.hpp:


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...

Detailed Description

CDS option.