QuantLib: a free/open-source library for quantitative finance
Fully annotated sources - version 1.32
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Results from CDS-option calculation More...
#include <ql/experimental/credit/cdsoption.hpp>
Public Member Functions | |
void | reset () override |
Public Attributes | |
Real | riskyAnnuity |
Results from CDS-option calculation
Definition at line 100 of file cdsoption.hpp.
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override |
Real riskyAnnuity |
Definition at line 102 of file cdsoption.hpp.