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/* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */

 Copyright (C) 2009 Roland Lichters

 This file is part of QuantLib, a free-software/open-source library
 for financial quantitative analysts and developers - http://quantlib.org/

 QuantLib is free software: you can redistribute it and/or modify it
 under the terms of the QuantLib license.  You should have received a
 copy of the license along with this program; if not, please email
 <quantlib-dev@lists.sf.net>. The license is also available online at

 This program is distributed in the hope that it will be useful, but WITHOUT
 ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
 FOR A PARTICULAR PURPOSE.  See the license for more details.

/*! \file riskyassetswapoption.hpp
    \brief option on risky asset swap

#ifndef quantlib_risky_asset_swap_option_hpp
#define quantlib_risky_asset_swap_option_hpp

#include <ql/experimental/credit/riskyassetswap.hpp>

namespace QuantLib {

    //! %Option on risky asset swap
    /*! \ingroup credit */
00033     class RiskyAssetSwapOption : public Instrument {
        RiskyAssetSwapOption(bool payer,
                             const boost::shared_ptr<RiskyAssetSwap>& asw,
                             const Date& expiry,
                             Rate marketSpread,
                             Volatility spreadVolatility);
        bool isExpired() const;
        void performCalculations() const;

        bool payer_;
        boost::shared_ptr<RiskyAssetSwap> asw_;
        Date expiry_;
        Rate marketSpread_;
        Volatility spreadVolatility_;



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