QuantLib
A free/open-source library for quantitative finance
Reference manual - version 1.20
Public Member Functions | Public Attributes | List of all members
CdsOption::arguments Class Reference

Arguments for CDS-option calculation More...

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

+ Inheritance diagram for CdsOption::arguments:

Public Member Functions

void validate () const
 
- Public Member Functions inherited from Option::arguments
void validate () const
 

Public Attributes

ext::shared_ptr< CreditDefaultSwapswap
 
bool knocksOut
 
- Public Attributes inherited from Option::arguments
ext::shared_ptr< Payoffpayoff
 
ext::shared_ptr< Exerciseexercise
 

Detailed Description

Arguments for CDS-option calculation