homogeneouspooldef.hpp File Reference

#include <ql/experimental/credit/lossdistribution.hpp>
#include <ql/experimental/credit/basket.hpp>
#include <ql/experimental/credit/constantlosslatentmodel.hpp>
#include <ql/experimental/credit/defaultlossmodel.hpp>

Go to the source code of this file.

Classes
class	HomogeneousPoolLossModel< copulaPolicy >
	Default loss distribution convolution for finite homogeneous pool. More...

Namespaces
namespace	QuantLib

Typedefs
typedef HomogeneousPoolLossModel< GaussianCopulaPolicy >	HomogGaussPoolLossModel
typedef HomogeneousPoolLossModel< TCopulaPolicy >	HomogTPoolLossModel