expectedTrancheLoss (3) Linux Manual Page
QuantLib::SyntheticCDO – Synthetic Collateralized Debt Obligation. Synopsis #include <ql/experimental/credit/syntheticcdo.hpp> Inherits QuantLib::Instrument. Classes class engine CDO base engine. Public Member Functions SyntheticCDO (const boost::shared_ptr< Basket > basket, Protection::Side side, const Schedule &schedule, Rate upfrontRate, Rate runningRate, const DayCounter &dayCounter, BusinessDayConvention paymentConvention, const Handle< YieldTermStructure > &yieldTS) boost::shared_ptr< Basket > basket () const bool isExpired () const…
