credit Directory Reference

Files
file	basecorrelationlossmodel.hpp [code]
file	basecorrelationstructure.cpp [code]
file	basecorrelationstructure.hpp [code]
file	basket.cpp [code]
file	basket.hpp [code]
	basket of issuers and related notionals
file	binomiallossmodel.hpp [code]
file	blackcdsoptionengine.cpp [code]
file	blackcdsoptionengine.hpp [code]
	Black credit default swap option engine.
file	cdo.cpp [code]
file	cdo.hpp [code]
	collateralized debt obligation
file	cdsoption.cpp [code]
file	cdsoption.hpp [code]
	CDS option.
file	constantlosslatentmodel.hpp [code]
file	correlationstructure.cpp [code]
file	correlationstructure.hpp [code]
file	defaultevent.cpp [code]
file	defaultevent.hpp [code]
	Classes for default-event description.
file	defaultlossmodel.hpp [code]
file	defaultprobabilitykey.cpp [code]
file	defaultprobabilitykey.hpp [code]
	Classes for default-event description.
file	defaultprobabilitylatentmodel.hpp [code]
file	defaulttype.cpp [code]
file	defaulttype.hpp [code]
	Classes for default-event description.
file	distribution.cpp [code]
	Discretized probability density and cumulative probability.
file	distribution.hpp [code]
	Discretized probability density and cumulative probability.
file	factorspreadedhazardratecurve.hpp [code]
	Default-probability structure with a multiplicative spread on hazard rates.
file	gaussianlhplossmodel.cpp [code]
file	gaussianlhplossmodel.hpp [code]
file	homogeneouspooldef.hpp [code]
file	inhomogeneouspooldef.hpp [code]
file	integralcdoengine.cpp [code]
file	integralcdoengine.hpp [code]
file	integralntdengine.cpp [code]
file	integralntdengine.hpp [code]
file	interpolatedaffinehazardratecurve.hpp [code]
file	issuer.cpp [code]
file	issuer.hpp [code]
	Classes for credit-name handling.
file	loss.hpp [code]
	Pair of loss time and amount, sortable by loss time.
file	lossdistribution.cpp [code]
file	lossdistribution.hpp [code]
	Loss distributions and probability of n defaults.
file	midpointcdoengine.cpp [code]
file	midpointcdoengine.hpp [code]
file	nthtodefault.cpp [code]
file	nthtodefault.hpp [code]
	N-th to default swap.
file	onefactoraffinesurvival.hpp [code]
file	onefactorcopula.cpp [code]
file	onefactorcopula.hpp [code]
	One-factor copula base class.
file	onefactorgaussiancopula.cpp [code]
file	onefactorgaussiancopula.hpp [code]
	One-factor Gaussian copula.
file	onefactorstudentcopula.cpp [code]
file	onefactorstudentcopula.hpp [code]
	One-factor Student-t copula.
file	pool.cpp [code]
file	pool.hpp [code]
	pool of issuers
file	randomdefaultlatentmodel.hpp [code]
file	randomdefaultmodel.cpp [code]
file	randomdefaultmodel.hpp [code]
	Random default-time scenarios for a pool of credit names.
file	randomlosslatentmodel.hpp [code]
file	recoveryratemodel.cpp [code]
file	recoveryratemodel.hpp [code]
file	recoveryratequote.cpp [code]
file	recoveryratequote.hpp [code]
file	recursivelossmodel.hpp [code]
file	riskyassetswap.cpp [code]
file	riskyassetswap.hpp [code]
	Risky asset-swap instrument.
file	riskyassetswapoption.cpp [code]
file	riskyassetswapoption.hpp [code]
	option on risky asset swap
file	riskybond.hpp [code]
file	saddlepointlossmodel.hpp [code]
file	spotlosslatentmodel.hpp [code]
file	spreadedhazardratecurve.hpp [code]
	Default-probability structure with an additive spread on hazard rates.
file	syntheticcdo.cpp [code]
file	syntheticcdo.hpp [code]
	Synthetic Collateralized Debt Obligation and pricing engines.