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

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
 

Detailed Description

Synthetic Collateralized Debt Obligation and pricing engines.

Definition in file syntheticcdo.hpp.