indexcdsoption.hpp File Reference

Index CDS option instrument. More...

#include <qle/instruments/indexcreditdefaultswap.hpp>
#include <qle/instruments/cdsoption.hpp>
#include <ql/instruments/swaption.hpp>
#include <ql/option.hpp>

Classes
class	IndexCdsOption
	Index CDS option instrument. More...
class	IndexCdsOption::arguments
	Arguments for index CDS option calculation More...
class	IndexCdsOption::results
	Results from index CDS option calculation More...
class	IndexCdsOption::engine
	Base class for index CDS option engines. More...

Detailed Description

Index CDS option instrument.