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

Wed Aug 2 2017 Version 1.10 QuantLib