Synthetic Collateralized Debt Obligation and pricing engines. More...
#include <ql/instrument.hpp>#include <ql/default.hpp>#include <ql/experimental/credit/issuer.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. More... | |
Synthetic Collateralized Debt Obligation and pricing engines.