RiskyAssetSwapOption Class Reference

### A free/open-source library for quantitative finance

Public Member Functions
RiskyAssetSwapOption Class Reference

Option on risky asset swap More...

`#include <ql/experimental/credit/riskyassetswapoption.hpp>`

Inheritance diagram for RiskyAssetSwapOption:
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List of all members.

## Public Member Functions
| RiskyAssetSwapOption (bool payer, const boost::shared_ptr< RiskyAssetSwap > &asw, const Date &expiry, Rate marketSpread, Volatility spreadVolatility)

## Detailed Description

Option on risky asset swap