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)

Additional Inherited Members

Detailed Description

Option on risky asset swap

Author

Generated automatically by Doxygen for QuantLib from the source code.

Referenced By

The man page RiskyAssetSwapOption(3) is an alias of QuantLib_RiskyAssetSwapOption(3).

Wed Aug 2 2017 Version 1.10 QuantLib