QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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Synthetic Collateralized Debt Obligation and pricing engines. More...
#include <ql/qldefines.hpp>
#include <ql/instrument.hpp>
#include <ql/default.hpp>
#include <ql/optional.hpp>
#include <ql/time/schedule.hpp>
#include <ql/experimental/credit/basket.hpp>
#include <ql/cashflows/fixedratecoupon.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 | QuantLib |
Synthetic Collateralized Debt Obligation and pricing engines.
Definition in file syntheticcdo.hpp.