credit Directory Reference

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