QuantLib_MidPointCDOEngine man page

MidPointCDOEngine — CDO base engine taking schedule steps.


#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.


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