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credit Directory Reference


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file  all.hpp [code]
file  basket.cpp [code]
file  basket.hpp [code]
 basket of issuers and related notionals
file  blackcdsoptionengine.cpp [code]
file  blackcdsoptionengine.hpp [code]
 Black credit default swap option engine.
file  cdo.cpp [code]
file  cdo.hpp [code]
file  cdsoption.cpp [code]
file  cdsoption.hpp [code]
file  defaultevent.cpp [code]
file  defaultevent.hpp [code]
 Classes for default-event description.
file  defaultprobabilitykey.cpp [code]
file  defaultprobabilitykey.hpp [code]
 Classes for default-event description.
file  defaulttype.cpp [code]
file  defaulttype.hpp [code]
 Classes for default-event description.
file  distribution.cpp [code]
 Discretized probability density and cumulative probability.
file  distribution.hpp [code]
 Discretized probability density and cumulative probability.
file  factorspreadedhazardratecurve.hpp [code]
 Default-probability structure with a multiplicative spread on hazard rates.
file  issuer.cpp [code]
file  issuer.hpp [code]
 Classes for credit-name handling.
file  loss.hpp [code]
 Pair of loss time and amount, sortable by loss time.
file  lossdistribution.cpp [code]
file  lossdistribution.hpp [code]
 Loss distributions and probability of n defaults.
file  nthtodefault.cpp [code]
file  nthtodefault.hpp [code]
file  onefactorcopula.cpp [code]
file  onefactorcopula.hpp [code]
 One-factor copula base class.
file  onefactorgaussiancopula.cpp [code]
file  onefactorgaussiancopula.hpp [code]
 One-factor Gaussian copula.
file  onefactorstudentcopula.cpp [code]
file  onefactorstudentcopula.hpp [code]
 One-factor Student-t copula.
file  pool.cpp [code]
file  pool.hpp [code]
 pool of issuers
file  randomdefaultmodel.cpp [code]
file  randomdefaultmodel.hpp [code]
 Random default-time scenarios for a pool of credit names.
file  recoveryratemodel.cpp [code]
file  recoveryratemodel.hpp [code]
file  recoveryratequote.cpp [code]
file  recoveryratequote.hpp [code]
file  recursivecdoengine.hpp [code]
file  riskyassetswap.cpp [code]
file  riskyassetswap.hpp [code]
 Risky asset-swap instrument.
file  riskyassetswapoption.cpp [code]
file  riskyassetswapoption.hpp [code]
 option on risky asset swap
file  riskybond.cpp [code]
file  riskybond.hpp [code]
 Defaultable bonds.
file  spreadedhazardratecurve.hpp [code]
 Default-probability structure with an additive spread on hazard rates.
file  syntheticcdo.cpp [code]
file  syntheticcdo.hpp [code]
 Synthetic Collateralized Debt Obligation and pricing engines.
file  syntheticcdoengines.cpp [code]
file  syntheticcdoengines.hpp [code]
 Pricing engines for the Synthetic CDO instrument.


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