riskyassetswap (3) - Linux Manuals

riskyassetswap: Risky asset-swap instrument.

NAME

ql/experimental/credit/riskyassetswap.hpp - Risky asset-swap instrument.

SYNOPSIS

#include <ql/instrument.hpp>
#include <ql/termstructures/defaulttermstructure.hpp>
#include <ql/termstructures/yieldtermstructure.hpp>
#include <ql/time/schedule.hpp>

Classes

class RiskyAssetSwap
Risky asset-swap instrument.

Detailed Description

Risky asset-swap instrument.

Author

Generated automatically by Doxygen for QuantLib from the source code.