QuantLib_RiskyAssetSwapOption man page

RiskyAssetSwapOption — Option on risky asset swap  


#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


Generated automatically by Doxygen for QuantLib from the source code.

Referenced By

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

Mon Apr 30 2018 Version 1.12.1 QuantLib