QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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Classes | Namespaces
cdo.hpp File Reference

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>

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Classes

class  CDO
 collateralized debt obligation More...
 

Namespaces

namespace  QuantLib
 

Detailed Description

collateralized debt obligation

Definition in file cdo.hpp.