QuantLib_RiskyAssetSwapOption man page

RiskyAssetSwapOption — Option on risky asset swap

Synopsis

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

Inherits Instrument.

Public Member Functions

RiskyAssetSwapOption (const boost::shared_ptr< RiskyAssetSwap > &asw, const Date &expiry, Rate marketSpread, Volatility spreadVolatility)

QL_DEPRECATED RiskyAssetSwapOption (bool payer, const boost::shared_ptr< RiskyAssetSwap > &asw, const Date &expiry, Rate marketSpread, Volatility spreadVolatility)

Additional Inherited Members

Detailed Description

Option on risky asset swap

Constructor & Destructor Documentation

QL_DEPRECATED RiskyAssetSwapOption (bool payer, const boost::shared_ptr< RiskyAssetSwap > & asw, const Date & expiry, Rate marketSpread, Volatility spreadVolatility)

Deprecated

Use the other constructor

Author

Generated automatically by Doxygen for QuantLib from the source code.

Referenced By

RiskyAssetSwapOption(3) is an alias of QuantLib_RiskyAssetSwapOption(3).

Fri Sep 23 2016 Version 1.8.1 QuantLib