QuantLib_NthToDefault_engine man page

NthToDefault::engine — NTD base engine.

Synopsis

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

Inherits GenericEngine< NthToDefault::arguments, NthToDefault::results >.

Inherited by IntegralNtdEngine.

Additional Inherited Members

Detailed Description

NTD base engine.

Author

Generated automatically by Doxygen for QuantLib from the source code.

Info

Fri Sep 23 2016 Version 1.8.1 QuantLib