cdo.hpp

Langue: en

Autres versions - même langue

Version: 172208 (fedora - 06/07/09)

Section: 3 (Bibliothèques de fonctions)

Sommaire

NAME

ql/experimental/credit/cdo.hpp - collateralized debt obligation

SYNOPSIS


#include <ql/instrument.hpp>
#include <ql/termstructures/yieldtermstructure.hpp>
#include <ql/termstructures/defaulttermstructure.hpp>
#include <ql/experimental/credit/lossdistribution.hpp>
#include <ql/experimental/credit/onefactorcopula.hpp>
#include <ql/time/schedule.hpp>

Classes


class CDO
collateralized debt obligation

Detailed Description

collateralized debt obligation

Author

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