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Fully annotated reference manual - version 1.8.12
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Classes | Namespaces
cdsoptionhelper.hpp File Reference

cds option calibration helper More...

#include <qle/instruments/cdsoption.hpp>
#include <ql/instruments/creditdefaultswap.hpp>
#include <ql/models/calibrationhelper.hpp>
#include <ql/quotes/simplequote.hpp>

Go to the source code of this file.

Classes

class  CdsOptionHelper
 CDS option helper. More...
 

Namespaces

namespace  QuantExt
 

Detailed Description

cds option calibration helper

Definition in file cdsoptionhelper.hpp.