MonteCarloCDOEngine1 Class Reference

CDO engine, Monte Carlo for the exptected tranche loss distribution. More...

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

Inheritance diagram for MonteCarloCDOEngine1:

Public Member Functions

 MonteCarloCDOEngine1 (boost::shared_ptr< RandomDefaultModel > rdm, Size samples)
 
- Public Member Functions inherited from MidPointCDOEngine
void calculate () const
 

Additional Inherited Members

- Protected Attributes inherited from SyntheticCDO::engine
boost::shared_ptr< BasketremainingBasket_
 

Detailed Description

CDO engine, Monte Carlo for the exptected tranche loss distribution.