IntegralCDOEngine (3) Linux Manual Page

QuantLib::IntegralCDOEngine – CDO base engine taking (possibly) small time steps.

Synopsis

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

Inherits QuantLib::SyntheticCDO::engine.

Public Member Functions

void calculate () const

IntegralCDOEngine (Period stepSize=3 *Months)

Protected Attributes

Period stepSize_

Detailed Description

CDO base engine taking (possibly) small time steps.

Author

Generated automatically by Doxygen for QuantLib from the source code.