QuantLib_MonteCarloCDOEngine1 (3) - Linux Manuals
QuantLib_MonteCarloCDOEngine1: CDO engine, Monte Carlo for the exptected tranche loss distribution.
NAME
QuantLib::MonteCarloCDOEngine1 - CDO engine, Monte Carlo for the exptected tranche loss distribution.
SYNOPSIS
#include <ql/experimental/credit/syntheticcdoengines.hpp>
Inherits QuantLib::MidPointCDOEngine.
Public Member Functions
MonteCarloCDOEngine1 (boost::shared_ptr< RandomDefaultModel > rdm, Size samples)
Detailed Description
CDO engine, Monte Carlo for the exptected tranche loss distribution.
Author
Generated automatically by Doxygen for QuantLib from the source code.