QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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#include <ql/experimental/credit/recoveryratequote.hpp>
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Namespaces | |
namespace | QuantLib |
Functions | |
std::map< Seniority, Real > | makeIsdaConvMap () |
Helper function for conventional recoveries. Returns the ISDA. More... | |