Arguments for CDS-option calculation More...

#include <qle/instruments/cdsoption.hpp>

Inheritance diagram for CdsOption::arguments:

Collaboration diagram for CdsOption::arguments:

Public Member Functions
	arguments ()

void	validate () const override

Public Attributes
QuantLib::ext::shared_ptr< CreditDefaultSwap >	swap

bool	knocksOut

Real	strike

StrikeType	strikeType

Detailed Description

Arguments for CDS-option calculation

Definition at line 110 of file cdsoption.hpp.

Constructor & Destructor Documentation

◆ arguments()

arguments ( )

Definition at line 112 of file cdsoption.hpp.

112{}

Member Function Documentation

◆ validate()

void validate ( ) const

override

Definition at line 143 of file cdsoption.cpp.

                                        {
    CreditDefaultSwap::arguments::validate();
    Option::arguments::validate();
    QL_REQUIRE(swap, "CDS not set");
    QL_REQUIRE(exercise, "exercise not set");
}

Member Data Documentation

◆ swap

QuantLib::ext::shared_ptr<CreditDefaultSwap> swap

Definition at line 114 of file cdsoption.hpp.

◆ knocksOut

bool knocksOut

Definition at line 115 of file cdsoption.hpp.

◆ strike

Real strike

Definition at line 116 of file cdsoption.hpp.

◆ strikeType

StrikeType strikeType

Definition at line 117 of file cdsoption.hpp.

Public Member Functions

Public Attributes