MidPointCDOEngine Class Referenceabstract

CDO base engine taking schedule steps. More...

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

Inheritance diagram for MidPointCDOEngine:

Public Member Functions

void calculate () const
 

Additional Inherited Members

- Protected Member Functions inherited from SyntheticCDO::engine
virtual void initialize () const
 
- Protected Attributes inherited from SyntheticCDO::engine
boost::shared_ptr< BasketremainingBasket_
 

Detailed Description

CDO base engine taking schedule steps.