QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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#include <ql/experimental/credit/lossdistribution.hpp>
#include <ql/experimental/credit/basket.hpp>
#include <ql/experimental/credit/constantlosslatentmodel.hpp>
#include <ql/experimental/credit/defaultlossmodel.hpp>
Go to the source code of this file.
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 |