stepSize_ (3) Linux Manual Page

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

Synopsis

void calculate () const



IntegralCDOEngine (Period stepSize=3 *Months)



Protected Attributes

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

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