syntheticcdo.cpp File Reference

#include <ql/experimental/credit/syntheticcdo.hpp>
#include <ql/cashflows/fixedratecoupon.hpp>
#include <ql/event.hpp>
#include <ql/math/solvers1d/brent.hpp>
#include <ql/termstructures/yieldtermstructure.hpp>
#include <ql/experimental/credit/gaussianlhplossmodel.hpp>
#include <ql/experimental/credit/midpointcdoengine.hpp>
#include <ql/optional.hpp>

Go to the source code of this file.

Namespaces
namespace	QuantLib

Variable Documentation

target_

Real target_

private

Definition at line 219 of file syntheticcdo.cpp.

quote_

SimpleQuote& quote_

private

Definition at line 220 of file syntheticcdo.cpp.

engine_

PricingEngine& engine_

private

Definition at line 221 of file syntheticcdo.cpp.

results_

const SyntheticCDO::results* results_

private

Definition at line 222 of file syntheticcdo.cpp.