syntheticcdo.hpp File Reference

Synthetic Collateralized Debt Obligation and pricing engines. More...

Include dependency graph for syntheticcdo.hpp:

Classes

class  SyntheticCDO
 Synthetic Collateralized Debt Obligation. More...
 

Namespaces

 QuantLib
 

Detailed Description

Synthetic Collateralized Debt Obligation and pricing engines.