syntheticcdo.hpp File Reference

Synthetic Collateralized Debt Obligation and pricing engines. More...

#include <ql/qldefines.hpp>
#include <ql/default.hpp>
#include <ql/instrument.hpp>
#include <ql/time/schedule.hpp>
#include <ql/cashflows/fixedratecoupon.hpp>
#include <ql/termstructures/yieldtermstructure.hpp>
#include <ql/instruments/creditdefaultswap.hpp>
#include <qle/models/basket.hpp>

Go to the source code of this file.

Classes
class	SyntheticCDO
	Synthetic Collateralized Debt Obligation. More...
class	SyntheticCDO::arguments
class	SyntheticCDO::results
class	SyntheticCDO::engine
	CDO base engine. More...

Namespaces
namespace	QuantExt

Detailed Description

Synthetic Collateralized Debt Obligation and pricing engines.

Definition in file syntheticcdo.hpp.