QuantLib
A free/open-source library for quantitative finance
Reference manual - version 1.5
Public Member Functions | Protected Attributes | List of all members
MidPointCDOEngine Class Reference

CDO base engine taking schedule steps. More...

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

+ Inheritance diagram for MidPointCDOEngine:

Public Member Functions

 MidPointCDOEngine (const Handle< YieldTermStructure > &discountCurve)
 
void calculate () const
 
- Public Member Functions inherited from GenericEngine< SyntheticCDO::arguments, SyntheticCDO::results >
PricingEngine::arguments * getArguments () const
 
const PricingEngine::results * getResults () const
 
void reset ()
 
void update ()
 
- Public Member Functions inherited from Observable
 Observable (const Observable &)
 
Observableoperator= (const Observable &)
 
void notifyObservers ()
 
- Public Member Functions inherited from Observer
 Observer (const Observer &)
 
Observeroperator= (const Observer &)
 
std::pair< std::set
< boost::shared_ptr
< Observable > >::iterator,
bool > 
registerWith (const boost::shared_ptr< Observable > &)
 
Size unregisterWith (const boost::shared_ptr< Observable > &)
 
void unregisterWithAll ()
 

Protected Attributes

Handle< YieldTermStructurediscountCurve_
 
- Protected Attributes inherited from GenericEngine< SyntheticCDO::arguments, SyntheticCDO::results >
SyntheticCDO::arguments arguments_
 
SyntheticCDO::results results_
 

Detailed Description

CDO base engine taking schedule steps.