Public Member Functions | List of all members
QuantLibAddin::CdsOption Class Reference

#include <qlo/cdsoption.hpp>

Inheritance diagram for QuantLibAddin::CdsOption:
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Public Member Functions

 CdsOption (const boost::shared_ptr< ObjectHandler::ValueObject > &properties, const boost::shared_ptr< QuantLib::CreditDefaultSwap > &swap, const boost::shared_ptr< QuantLib::Exercise > &exercise, bool permanent)
 
- Public Member Functions inherited from QuantLibAddin::Instrument
void setPricingEngine (boost::shared_ptr< PricingEngine > &e) const
 

Constructor & Destructor Documentation

◆ CdsOption()

QuantLibAddin::CdsOption::CdsOption ( const boost::shared_ptr< ObjectHandler::ValueObject > &  properties,
const boost::shared_ptr< QuantLib::CreditDefaultSwap > &  swap,
const boost::shared_ptr< QuantLib::Exercise > &  exercise,
bool  permanent 
)
The documentation for this class was generated from the following file: