QuantLib: C:/dev/QuantLib/ql/experimental/credit/spotlosslatentmodel.hpp File Reference

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QuantLib: a free/open-source library for quantitative finance

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#include <ql/experimental/credit/defaultprobabilitylatentmodel.hpp>

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Classes
class	SpotRecoveryLatentModel< copulaPolicy >
	Random spot recovery rate latent variable portfolio model. More...

Namespaces
namespace	QuantLib

Typedefs
typedef SpotRecoveryLatentModel< GaussianCopulaPolicy >	GaussianSpotLossLM

typedef SpotRecoveryLatentModel< TCopulaPolicy >	TSpotLossLM