CdsOption::arguments Class Reference

Arguments for CDS-option calculation More...

#include <ql/experimental/credit/cdsoption.hpp>

Inheritance diagram for CdsOption::arguments:

Public Member Functions

void validate () const
 
- Public Member Functions inherited from CreditDefaultSwap::arguments
void validate () const
 
- Public Member Functions inherited from PricingEngine::arguments
virtual void validate () const =0
 
- Public Member Functions inherited from Option::arguments
void validate () const
 

Public Attributes

boost::shared_ptr
< CreditDefaultSwap
swap
 
bool knocksOut
 
- Public Attributes inherited from CreditDefaultSwap::arguments
Protection::Side side
 
Real notional
 
boost::optional< Rateupfront
 
Rate spread
 
Leg leg
 
boost::shared_ptr< CashFlowupfrontPayment
 
bool settlesAccrual
 
bool paysAtDefaultTime
 
boost::shared_ptr< Claimclaim
 
Date protectionStart
 
- Public Attributes inherited from Option::arguments
boost::shared_ptr< Payoffpayoff
 
boost::shared_ptr< Exerciseexercise
 

Detailed Description

Arguments for CDS-option calculation