indexcdstrancheengine.hpp File Reference

Index CDS tranche pricing engine. More...

#include <ql/qldefines.hpp>
#include <ql/termstructures/yieldtermstructure.hpp>
#include <qle/instruments/syntheticcdo.hpp>

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Classes
class	IndexCdsTrancheEngine

Namespaces
namespace	QuantExt

Detailed Description

Index CDS tranche pricing engine.

Definition in file indexcdstrancheengine.hpp.