ql/experimental/credit/riskyassetswap.hpp File Reference

Risky asset-swap instrument. More...

#include <ql/instrument.hpp>
#include <ql/termstructures/defaulttermstructure.hpp>
#include <ql/termstructures/yieldtermstructure.hpp>
#include <ql/time/schedule.hpp>

Include dependency graph for riskyassetswap.hpp:


Classes

class  RiskyAssetSwap
 Risky asset-swap instrument. More...

Detailed Description

Risky asset-swap instrument.