QuantLib_CdsOption_engine man page

CdsOption::engine — base class for swaption engines

Synopsis

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

Inherits GenericEngine< CdsOption::arguments, CdsOption::results >.

Inherited by BlackCdsOptionEngine.

Additional Inherited Members

Detailed Description

base class for swaption engines

Author

Generated automatically by Doxygen for QuantLib from the source code.

Info

Fri Sep 23 2016 Version 1.8.1 QuantLib