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blackcdsoptionengine.hpp File Reference

Black credit default swap option engine. More...

#include <ql/experimental/credit/cdsoption.hpp>
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Classes

class  QuantLib::BlackCdsOptionEngine
 Black-formula CDS-option engine. More...

Namespaces

namespace  QuantLib

Detailed Description

Black credit default swap option engine.

Definition in file blackcdsoptionengine.hpp.


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