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

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
 

Detailed Description

Risky asset-swap instrument.

Definition in file riskyassetswap.hpp.