QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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collateralized debt obligation More...
#include <ql/instrument.hpp>
#include <ql/termstructures/yieldtermstructure.hpp>
#include <ql/termstructures/defaulttermstructure.hpp>
#include <ql/experimental/credit/lossdistribution.hpp>
#include <ql/experimental/credit/onefactorcopula.hpp>
#include <ql/time/schedule.hpp>
Go to the source code of this file.
Classes | |
class | CDO |
collateralized debt obligation More... | |
Namespaces | |
namespace | QuantLib |
collateralized debt obligation
Definition in file cdo.hpp.