QuantLib_SyntheticCDO_engine man page

SyntheticCDO::engine — CDO base engine.

Synopsis

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

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

Inherited by IntegralCDOEngine, and MidPointCDOEngine.

Additional Inherited Members

Detailed Description

CDO base engine.

Author

Generated automatically by Doxygen for QuantLib from the source code.

Info

Fri Sep 23 2016 Version 1.8.1 QuantLib