MidPointCDOEngine Class Reference

CDO base engine taking schedule steps. More...

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

Inheritance diagram for MidPointCDOEngine:

Public Member Functions
void	calculate () const

Additional Inherited Members
Protected Member Functions inherited from SyntheticCDO::engine
virtual void	initialize () const
Protected Attributes inherited from SyntheticCDO::engine
boost::shared_ptr< Basket >	remainingBasket_

Detailed Description

CDO base engine taking schedule steps.