spotlosslatentmodel.hpp File Reference

#include <ql/experimental/credit/defaultprobabilitylatentmodel.hpp>

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Classes
class	SpotRecoveryLatentModel< copulaPolicy >
	Random spot recovery rate latent variable portfolio model. More...

Namespaces
namespace	QuantLib

Typedefs
typedef SpotRecoveryLatentModel< GaussianCopulaPolicy >	GaussianSpotLossLM
typedef SpotRecoveryLatentModel< TCopulaPolicy >	TSpotLossLM