syntheticcdo.hpp

Langue: en

Autres versions - même langue

Version: 379412 (fedora - 01/12/10)

Section: 3 (Bibliothèques de fonctions)

Sommaire

NAME

ql/experimental/credit/syntheticcdo.hpp -

Synthetic Collateralized Debt Obligation and pricing engines.

SYNOPSIS


#include <ql/instrument.hpp>
#include <ql/default.hpp>
#include <ql/experimental/credit/issuer.hpp>
#include <ql/time/schedule.hpp>
#include <ql/termstructures/yieldtermstructure.hpp>
#include <ql/termstructures/defaulttermstructure.hpp>
#include <ql/experimental/credit/basket.hpp>
#include <ql/experimental/credit/lossdistribution.hpp>
#include <ql/experimental/credit/onefactorcopula.hpp>

Classes


class SyntheticCDO
Synthetic Collateralized Debt Obligation.

Detailed Description

Synthetic Collateralized Debt Obligation and pricing engines.

Author

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