#include <ql/experimental/credit/syntheticcdoengines.hpp>
Protected Member Functions | |
virtual Real | expectedTrancheLoss (const Date &) const =0 |
virtual void | initialize () const |
Protected Attributes | |
boost::shared_ptr< Basket > | remainingBasket_ |
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SyntheticCDO::arguments | arguments_ |
SyntheticCDO::results | results_ |
Additional Inherited Members | |
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PricingEngine::arguments * | getArguments () const |
const PricingEngine::results * | getResults () const |
void | reset () |
void | update () |
CDO base engine.