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.