nthtodefault.hpp

Langue: en

Autres versions - même langue

Version: 163147 (fedora - 05/07/09)

Section: 3 (Bibliothèques de fonctions)

Sommaire

NAME

ql/experimental/credit/nthtodefault.hpp - N-th to default swap.

SYNOPSIS


#include <ql/instrument.hpp>
#include <ql/issuer.hpp>
#include <ql/cashflow.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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