riskyassetswap.hpp File Reference

Risky asset-swap instrument. More...

#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>

Go to the source code of this file.

Classes
class	RiskyAssetSwap
	Risky asset-swap instrument. More...
class	AssetSwapHelper

Namespaces
namespace	QuantLib

Detailed Description

Risky asset-swap instrument.

Definition in file riskyassetswap.hpp.