CDO engine, Monte Carlo for the sample payoff. More...
#include <ql/experimental/credit/syntheticcdoengines.hpp>
Public Member Functions | |
MonteCarloCDOEngine2 (boost::shared_ptr< RandomDefaultModel > rdm, Size samples) | |
void | calculate () const |
Additional Inherited Members | |
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virtual void | initialize () const |
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boost::shared_ptr< Basket > | remainingBasket_ |
CDO engine, Monte Carlo for the sample payoff.