CdsOption::arguments Class Reference

Arguments for CDS-option calculation More...

#include <qle/instruments/cdsoption.hpp>

Inheritance diagram for CdsOption::arguments:

Public Member Functions
void	validate () const override

Public Attributes
QuantLib::ext::shared_ptr< CreditDefaultSwap >	swap
bool	knocksOut
Real	strike
StrikeType	strikeType

Detailed Description

Arguments for CDS-option calculation