probability bucketing as in Valuation of a CDO and an nth to Default CDS without Monte Carlo Simulation, Appdx. B More...
#include <ql/math/array.hpp>
#include <ql/math/comparison.hpp>
Classes | |
class | Bucketing |
class | HullWhiteBucketing |
probability bucketing as in Valuation of a CDO and an nth to Default CDS without Monte Carlo Simulation, Appdx. B