Random default-time scenarios for a pool of credit names. More...
#include <ql/math/randomnumbers/rngtraits.hpp>#include <ql/experimental/credit/pool.hpp>#include <ql/experimental/credit/onefactorcopula.hpp>#include <ql/experimental/credit/defaultprobabilitykey.hpp>
Classes | |
| class | RandomDefaultModel |
| Base class for random default models. More... | |
| class | GaussianRandomDefaultModel |
Random default-time scenarios for a pool of credit names.