QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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Classes | Namespaces | Typedefs
homogeneouspooldef.hpp File Reference
#include <ql/experimental/credit/lossdistribution.hpp>
#include <ql/experimental/credit/basket.hpp>
#include <ql/experimental/credit/constantlosslatentmodel.hpp>
#include <ql/experimental/credit/defaultlossmodel.hpp>

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Classes

class  HomogeneousPoolLossModel< copulaPolicy >
 Default loss distribution convolution for finite homogeneous pool. More...
 

Namespaces

namespace  QuantLib
 

Typedefs

typedef HomogeneousPoolLossModel< GaussianCopulaPolicy > HomogGaussPoolLossModel
 
typedef HomogeneousPoolLossModel< TCopulaPolicy > HomogTPoolLossModel