QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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Risky asset-swap instrument. More...
#include <ql/instrument.hpp>
#include <ql/termstructures/defaulttermstructure.hpp>
#include <ql/termstructures/yieldtermstructure.hpp>
#include <ql/termstructures/credit/defaultprobabilityhelpers.hpp>
#include <ql/time/schedule.hpp>
Go to the source code of this file.
Classes | |
class | RiskyAssetSwap |
Risky asset-swap instrument. More... | |
class | AssetSwapHelper |
Namespaces | |
namespace | QuantLib |
Risky asset-swap instrument.
Definition in file riskyassetswap.hpp.