integralcdsengine.hpp

Langue: en

Autres versions - même langue

Version: 376427 (fedora - 01/12/10)

Section: 3 (Bibliothèques de fonctions)

Sommaire

NAME

ql/pricingengines/credit/integralcdsengine.hpp -

Integral engine for credit default swaps.

SYNOPSIS


#include <ql/instruments/creditdefaultswap.hpp>

Detailed Description

Integral engine for credit default swaps.

Author

Generated automatically by Doxygen for QuantLib from the source code.