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nthtodefault.hpp
Langue: en
Version: 379204 (fedora - 01/12/10)
Section: 3 (Bibliothèques de fonctions)
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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