randomdefaultmodel (3) - Linux Man Pages

randomdefaultmodel: Random default-time scenarios for a pool of credit names.

NAME

ql/experimental/credit/randomdefaultmodel.hpp - Random default-time scenarios for a pool of credit names.

SYNOPSIS


#include <ql/math/randomnumbers/rngtraits.hpp>
#include <ql/experimental/credit/pool.hpp>
#include <ql/experimental/credit/onefactorcopula.hpp>

Classes


class RandomDefaultModel
Base class for random default models.
class GaussianRandomDefaultModel

Detailed Description

Random default-time scenarios for a pool of credit names.

Author

Generated automatically by Doxygen for QuantLib from the source code.