creditdefaultswapoption.hpp File Reference

Builder that returns an engine to price a credit default swap option. More...

#include <ored/portfolio/builders/creditdefaultswap.hpp>
#include <qle/pricingengines/blackcdsoptionengine.hpp>

Classes
class	CreditDefaultSwapOptionEngineBuilder
	Engine Builder base class for Credit Default Swap Options. More...
class	BlackCdsOptionEngineBuilder
	Black CDS option engine builder for CDS options. More...

Namespaces
namespace	ore
	Serializable Credit Default Swap.
namespace	ore::data

Detailed Description

Builder that returns an engine to price a credit default swap option.