QuantLib_MidPointCDOEngine man page

MidPointCDOEngine — CDO base engine taking schedule steps.

Synopsis

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

Inherits SyntheticCDO::engine.

Public Member Functions

MidPointCDOEngine (const Handle< YieldTermStructure > &discountCurve)

void calculate () const

Protected Attributes

Handle< YieldTermStructure > discountCurve_

Additional Inherited Members

Detailed Description

CDO base engine taking schedule steps.

Author

Generated automatically by Doxygen for QuantLib from the source code.

Referenced By

MidPointCDOEngine(3) is an alias of QuantLib_MidPointCDOEngine(3).

Fri Sep 23 2016 Version 1.8.1 QuantLib