nthtodefault.hpp

Langue: en

Autres versions - même langue

Version: 379204 (fedora - 01/12/10)

Section: 3 (Bibliothèques de fonctions)

Sommaire

NAME

ql/experimental/credit/nthtodefault.hpp -

N-th to default swap.

SYNOPSIS


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

Classes


class NthToDefault
N-th to default swap.

Detailed Description

N-th to default swap.

Author

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