QuantLib_CdsOption_engine

Langue: en

Version: 374165 (fedora - 01/12/10)

Section: 3 (Bibliothèques de fonctions)

Sommaire

NAME

QuantLib::CdsOption::engine -

base class for swaption engines

SYNOPSIS


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

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

Inherited by BlackCdsOptionEngine.

Detailed Description

base class for swaption engines

Author

Generated automatically by Doxygen for QuantLib from the source code.