inhomogeneouspooldef.hpp File Reference

#include <ql/experimental/credit/lossdistribution.hpp>
#include <qle/models/basket.hpp>
#include <qle/models/constantlosslatentmodel.hpp>
#include <qle/models/defaultlossmodel.hpp>

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Classes
class	InhomogeneousPoolLossModel< copulaPolicy >
	Default loss distribution convolution for finite non homogeneous pool. More...

Namespaces
namespace	QuantExt

Typedefs
typedef InhomogeneousPoolLossModel< GaussianCopulaPolicy >	IHGaussPoolLossModel
typedef InhomogeneousPoolLossModel< TCopulaPolicy >	IHStudentPoolLossModel