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

The man page MidPointCDOEngine(3) is an alias of QuantLib_MidPointCDOEngine(3).

Mon Apr 30 2018 Version 1.12.1 QuantLib