blackindexcdsoptionengine.hpp File Reference

Black index credit default swap option engine. More...

#include <qle/pricingengines/indexcdsoptionbaseengine.hpp>

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Classes
class	BlackIndexCdsOptionEngine

Namespaces
namespace	QuantExt

Detailed Description

Black index credit default swap option engine.

Definition in file blackindexcdsoptionengine.hpp.