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 1 2017 Version 1.10.1 QuantLib