indexcdsoptionbaseengine.hpp File Reference

Base class for index cds option pricing engines. More...

#include <ql/termstructures/yieldtermstructure.hpp>
#include <qle/instruments/indexcdsoption.hpp>
#include <qle/termstructures/creditvolcurve.hpp>

Classes
class	IndexCdsOptionBaseEngine

Detailed Description

Base class for index cds option pricing engines.