CDO (3) Linux Manual Page

ql/experimental/credit/cdo.hpp – collateralized debt obligation

Synopsis

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

Classes

class CDO
collateralized debt obligation

Detailed Description

collateralized debt obligation

Author

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