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/termstructures/credit/defaultprobabilityhelpers.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.