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QuantLib_SyntheticCDO_engine
Langue: en
Version: 380238 (fedora - 01/12/10)
Section: 3 (Bibliothèques de fonctions)
NAME
QuantLib::SyntheticCDO::engine -CDO base engine.
SYNOPSIS
#include <ql/experimental/credit/syntheticcdoengines.hpp>
Inherits GenericEngine< SyntheticCDO::arguments, SyntheticCDO::results >.
Inherited by IntegralCDOEngine, MidPointCDOEngine, and MonteCarloCDOEngine2.
Protected Member Functions
virtual Real expectedTrancheLoss (const Date &) const =0
virtual void initialize () const
Protected Attributes
boost::shared_ptr< Basket > remainingBasket_
Detailed Description
CDO base engine.
Author
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