MidPointCDOEngine (3) Linux Manual Page

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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