syntheticcdo.cpp File Reference

#include <qle/instruments/syntheticcdo.hpp>
#include <ql/cashflows/cashflows.hpp>
#include <ql/cashflows/fixedratecoupon.hpp>
#include <ql/cashflows/simplecashflow.hpp>
#include <ql/event.hpp>
#include <ql/math/solvers1d/brent.hpp>
#include <ql/termstructures/yieldtermstructure.hpp>
#include <qle/models/gaussianlhplossmodel.hpp>
#include <qle/pricingengines/midpointcdoengine.hpp>

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Namespaces
namespace	QuantExt

Variable Documentation

target_

Real target_

private

Definition at line 250 of file syntheticcdo.cpp.

quote_

SimpleQuote& quote_

private

Definition at line 251 of file syntheticcdo.cpp.

engine_

PricingEngine& engine_

private

Definition at line 252 of file syntheticcdo.cpp.

results_

const SyntheticCDO::results* results_

private

Definition at line 253 of file syntheticcdo.cpp.