MidPointCDOEngine (3) - Linux Manuals

MidPointCDOEngine: CDO base engine taking schedule steps.

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

Generated automatically by Doxygen for QuantLib from the source code.