ql/experimental/credit/cdo.hpp File Reference

collateralized debt obligation More...

#include <ql/instrument.hpp>
#include <ql/termstructures/yieldtermstructure.hpp>
#include <ql/termstructures/defaulttermstructure.hpp>
#include <ql/experimental/credit/lossdistribution.hpp>
#include <ql/experimental/credit/onefactorcopula.hpp>
#include <ql/time/schedule.hpp>
Include dependency graph for cdo.hpp:

Classes

class  CDO
 collateralized debt obligation More...

Detailed Description

collateralized debt obligation