riskybond.hpp

Langue: en

Version: 373083 (fedora - 01/12/10)

Section: 3 (Bibliothèques de fonctions)

Sommaire

NAME

ql/experimental/credit/riskybond.hpp -

Defaultable bonds.

SYNOPSIS


#include <ql/instrument.hpp>
#include <ql/experimental/credit/issuer.hpp>
#include <ql/default.hpp>
#include <ql/time/schedule.hpp>
#include <ql/time/daycounter.hpp>
#include <ql/cashflow.hpp>
#include <ql/indexes/iborindex.hpp>
#include <ql/patterns/lazyobject.hpp>
#include <ql/termstructures/yieldtermstructure.hpp>
#include <ql/experimental/credit/pool.hpp>
#include <ql/termstructures/defaulttermstructure.hpp>

Classes


class RiskyBond

class RiskyFixedBond

class RiskyFloatingBond

Detailed Description

Defaultable bonds.

Author

Generated automatically by Doxygen for QuantLib from the source code.