Synthetic Collateralized Debt Obligation and pricing engines. More...
#include <ql/qldefines.hpp>
#include <ql/default.hpp>
#include <ql/instrument.hpp>
#include <ql/time/schedule.hpp>
#include <ql/cashflows/fixedratecoupon.hpp>
#include <ql/termstructures/yieldtermstructure.hpp>
#include <ql/instruments/creditdefaultswap.hpp>
#include <qle/models/basket.hpp>
Classes | |
class | SyntheticCDO |
Synthetic Collateralized Debt Obligation. More... | |
class | SyntheticCDO::arguments |
class | SyntheticCDO::results |
class | SyntheticCDO::engine |
CDO base engine. More... | |
Synthetic Collateralized Debt Obligation and pricing engines.