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syntheticcdo.hpp
Langue: en
Version: 379412 (fedora - 01/12/10)
Section: 3 (Bibliothèques de fonctions)
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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