Arguments for CDS-option calculation More...
#include <ql/experimental/credit/cdsoption.hpp>
 Inheritance diagram for CdsOption::arguments:
 Inheritance diagram for CdsOption::arguments:| Public Member Functions | |
| void | validate () const | 
|  Public Member Functions inherited from Option::arguments | |
| void | validate () const | 
| Public Attributes | |
| boost::shared_ptr< CreditDefaultSwap > | swap | 
| bool | knocksOut | 
|  Public Attributes inherited from Option::arguments | |
| boost::shared_ptr< Payoff > | payoff | 
| boost::shared_ptr< Exercise > | exercise | 
Arguments for CDS-option calculation