collateralized bond obligation instrument More...
#include <ql/event.hpp>
#include <ql/instrument.hpp>
#include <qle/cashflows/cashflowtable.hpp>
#include <qle/instruments/bondbasket.hpp>
#include <ql/time/schedule.hpp>
Classes | |
struct | Tranche |
Collateralized Bond Obligation, Cash Flow CBO. More... | |
class | CBO |
class | CBO::arguments |
class | CBO::results |
collateralized bond obligation instrument