cbo.hpp File Reference

collateralized bond obligation instrument More...

#include <ql/event.hpp>
#include <ql/instrument.hpp>
#include <qle/cashflows/cashflowtable.hpp>
#include <qle/instruments/bondbasket.hpp>
#include <ql/time/schedule.hpp>

Go to the source code of this file.

Classes
struct	Tranche
	Collateralized Bond Obligation, Cash Flow CBO. More...
class	CBO
class	CBO::arguments
class	CBO::results

Namespaces
namespace	QuantExt

Detailed Description

collateralized bond obligation instrument

Definition in file cbo.hpp.