RiskyAssetSwap (3) Linux Manual Page

ql/experimental/credit/riskyassetswap.hpp – Risky asset-swap instrument.

Synopsis

#include <ql/instrument.hpp>

#include <ql/termstructures/defaulttermstructure.hpp>

#include <ql/termstructures/yieldtermstructure.hpp>

#include <ql/time/schedule.hpp>

Classes

class RiskyAssetSwap
Risky asset-swap instrument.

Detailed Description

Risky asset-swap instrument.

Author

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