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>
Classes | |
class | RiskyAssetSwap |
Risky asset-swap instrument. More... | |
Namespaces | |
QuantLib | |
Risky asset-swap instrument.