IntegralCDOEngine Class Referenceabstract

CDO base engine taking (possibly) small time steps. More...

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

Inheritance diagram for IntegralCDOEngine:

Public Member Functions

void calculate () const
 
 IntegralCDOEngine (Period stepSize=3 *Months)
 

Protected Attributes

Period stepSize_
 
- Protected Attributes inherited from SyntheticCDO::engine
boost::shared_ptr< BasketremainingBasket_
 
- Protected Attributes inherited from GenericEngine< SyntheticCDO::arguments, SyntheticCDO::results >
SyntheticCDO::arguments arguments_
 
SyntheticCDO::results results_
 

Additional Inherited Members

- Protected Member Functions inherited from SyntheticCDO::engine
virtual void initialize () const
 

Detailed Description

CDO base engine taking (possibly) small time steps.