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riskyassetswap.hpp
Langue: en
Version: 378458 (fedora - 01/12/10)
Section: 3 (Bibliothèques de fonctions)
NAME
ql/experimental/credit/riskyassetswap.hpp -Risky asset-swap instrument.
SYNOPSIS
#include <ql/instrument.hpp>
#include <ql/termstructures/defaulttermstructure.hpp>
#include <ql/termstructures/yieldtermstructure.hpp>
#include <ql/termstructures/credit/defaultprobabilityhelpers.hpp>
#include <ql/time/schedule.hpp>
Classes
class RiskyAssetSwap
Risky asset-swap instrument.
Detailed Description
Risky asset-swap instrument.
Author
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