SyntheticCDO (3) Linux Manual Page

ql/experimental/credit/syntheticcdo.hpp – Synthetic Collateralized Debt Obligation and pricing engines.

Synopsis

#include <ql/issuer.hpp>

#include <ql/instrument.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

Generated automatically by Doxygen for QuantLib from the source code.