indexcdsoptionbaseengine.hpp File Reference

Base class for index cds option pricing engines. More...

#include <ql/termstructures/yieldtermstructure.hpp>
#include <qle/instruments/indexcdsoption.hpp>
#include <qle/termstructures/creditvolcurve.hpp>

Go to the source code of this file.

Classes
class	IndexCdsOptionBaseEngine

Namespaces
namespace	QuantExt

Detailed Description

Base class for index cds option pricing engines.

Definition in file indexcdsoptionbaseengine.hpp.