SyntheticCDO::engine Class Referenceabstract

CDO base engine. More...

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

Inheritance diagram for SyntheticCDO::engine:

Protected Member Functions

virtual Real expectedTrancheLoss (const Date &) const =0
 
virtual void initialize () const
 

Protected Attributes

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

Additional Inherited Members

- Public Member Functions inherited from GenericEngine< SyntheticCDO::arguments, SyntheticCDO::results >
PricingEngine::arguments * getArguments () const
 
const PricingEngine::results * getResults () const
 
void reset ()
 
void update ()
 

Detailed Description

CDO base engine.