QuantLib_CdsOption_arguments man page

CdsOption::arguments — Arguments for CDS-option calculation


#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


Generated automatically by Doxygen for QuantLib from the source code.

Referenced By

knocksOut(3) is an alias of QuantLib_CdsOption_arguments(3).

Fri Sep 23 2016 Version 1.8.1 QuantLib