riskyassetswap.hpp

Langue: en

Autres versions - même langue

Version: 161678 (fedora - 05/07/09)

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/time/schedule.hpp>

Classes


class RiskyAssetSwap
Risky asset-swap instrument.

Detailed Description

Risky asset-swap instrument.

Author

Generated automatically by Doxygen for QuantLib from the source code.