MonteCarloCDOEngine1 Class Reference

CDO engine, Monte Carlo for the exptected tranche loss distribution. More...

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

Inheritance diagram for MonteCarloCDOEngine1:

Public Member Functions
	MonteCarloCDOEngine1 (boost::shared_ptr< RandomDefaultModel > rdm, Size samples)
Public Member Functions inherited from MidPointCDOEngine
void	calculate () const

Additional Inherited Members
Protected Attributes inherited from SyntheticCDO::engine
boost::shared_ptr< Basket >	remainingBasket_

Detailed Description

CDO engine, Monte Carlo for the exptected tranche loss distribution.