saddlepointlossmodel.hpp File Reference

#include <ql/tuple.hpp>
#include <ql/math/solvers1d/brent.hpp>
#include <ql/math/solvers1d/newton.hpp>
#include <ql/experimental/credit/basket.hpp>
#include <ql/experimental/credit/defaultlossmodel.hpp>
#include <ql/experimental/credit/constantlosslatentmodel.hpp>

Go to the source code of this file.

Classes
class	SaddlePointLossModel< CP >
	Saddle point portfolio credit default loss model. More...
class	SaddlePointLossModel< CP >::SaddleObjectiveFunction
class	SaddlePointLossModel< CP >::SaddlePercObjFunction

Namespaces
namespace	QuantLib