midpointindexcdsengine.hpp File Reference

Mid-point engine for credit default swaps. More...

#include <qle/instruments/indexcreditdefaultswap.hpp>
#include <ql/pricingengines/credit/midpointcdsengine.hpp>

Go to the source code of this file.

Classes
class	MidPointIndexCdsEngine

Namespaces
namespace	QuantExt

Detailed Description

Mid-point engine for credit default swaps.

Definition in file midpointindexcdsengine.hpp.