riskyassetswap.hpp

Langue: en

Autres versions - même langue

Version: 378458 (fedora - 01/12/10)

Section: 3 (Bibliothèques de fonctions)

Sommaire

NAME

ql/experimental/credit/riskyassetswap.hpp -

Risky asset-swap instrument.

SYNOPSIS


#include <ql/instrument.hpp>
#include <ql/termstructures/defaulttermstructure.hpp>
#include <ql/termstructures/yieldtermstructure.hpp>
#include <ql/termstructures/credit/defaultprobabilityhelpers.hpp>
#include <ql/time/schedule.hpp>

Classes


class RiskyAssetSwap
Risky asset-swap instrument.

Detailed Description

Risky asset-swap instrument.

Author

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