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>

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Classes
class	CDO
	collateralized debt obligation More...

Namespaces
namespace	QuantLib

Detailed Description

collateralized debt obligation

Definition in file cdo.hpp.