remainingBasket_ (3) Linux Manual Page

QuantLib::SyntheticCDO::engine – CDO base engine.

Synopsis

virtual Real expectedTrancheLoss (const Date &) const =0



virtual void initialize () const



Protected Attributes

Inherits GenericEngine< SyntheticCDO::arguments, SyntheticCDO::results >. Inherited by IntegralCDOEngine, MidPointCDOEngine, and MonteCarloCDOEngine2.

Protected Member Functions

virtual Real expectedTrancheLoss (const Date &) const =0



virtual void initialize () const



Protected Attributes

boost::shared_ptr< Basket > remainingBasket_

Detailed Description

CDO base engine.

Author

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