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... | |
Risky asset-swap instrument.