BondOption Class Reference

Bond option class. More...

#include <qle/instruments/bondoption.hpp>

Inheritance diagram for BondOption:

Classes
class	arguments
class	engine
class	results

Public Member Functions
	BondOption (const QuantLib::ext::shared_ptr< QuantLib::Bond > &underlying, const CallabilitySchedule &putCallSchedule, const bool knocksOutOnDefault=false)
bool	isExpired () const override
void	deepUpdate () override
const CallabilitySchedule &	callability () const

Detailed Description

Bond option class.