QuantLib_CdsOption_arguments man page
CdsOption::arguments — Arguments for CDS-option calculation
Synopsis
#include <ql/experimental/credit/cdsoption.hpp>
Inherits CreditDefaultSwap::arguments, and Option::arguments.
Public Member Functions
void validate () const
Public Attributes
boost::shared_ptr< CreditDefaultSwap > swap
bool knocksOut
Detailed Description
Arguments for CDS-option calculation
Author
Generated automatically by Doxygen for QuantLib from the source code.
Referenced By
knocksOut(3) is an alias of QuantLib_CdsOption_arguments(3).
Fri Jun 2 2017 Version 1.10 QuantLib