MonteCarloCDOEngine2 Class Reference

CDO engine, Monte Carlo for the sample payoff. More...

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

Inheritance diagram for MonteCarloCDOEngine2:

Public Member Functions
	MonteCarloCDOEngine2 (boost::shared_ptr< RandomDefaultModel > rdm, Size samples)
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 engine, Monte Carlo for the sample payoff.