QuantLib_MidPointCDOEngine

Langue: en

Autres versions - même langue

Version: 161947 (fedora - 05/07/09)

Section: 3 (Bibliothèques de fonctions)

Sommaire

NAME

QuantLib::MidPointCDOEngine - CDO base engine taking schedule steps.

SYNOPSIS


#include <ql/experimental/credit/syntheticcdoengines.hpp>

Inherits QuantLib::SyntheticCDO::engine.

Inherited by MonteCarloCDOEngine1.

Public Member Functions


MidPointCDOEngine (Period stepSize=0 *Days)

void calculate () const

Detailed Description

CDO base engine taking schedule steps.

Author

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