cdsoption.hpp
Definition: basketlossmodels.hpp:32
CdsOption(const boost::shared_ptr< ObjectHandler::ValueObject > &properties, const boost::shared_ptr< QuantLib::CreditDefaultSwap > &swap, const boost::shared_ptr< QuantLib::Exercise > &exercise, bool permanent)
Definition: cdsoption.hpp:33
Definition: baseinstruments.hpp:34
Definition: abcd.hpp:38
Definition: abcd.hpp:30
Definition: cdsoption.hpp:42
BlackCdsOptionEngine(const boost::shared_ptr< ObjectHandler::ValueObject > &properties, const QuantLib::Handle< QuantLib::DefaultProbabilityTermStructure > &, QuantLib::Real recoveryRate, const QuantLib::Handle< QuantLib::YieldTermStructure > &, const QuantLib::Handle< QuantLib::Quote > &vol, bool permanent)
Definition: pricingengines.hpp:60