SyntheticCDO::engine Class Reference

CDO base engine. More...

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

Inheritance diagram for SyntheticCDO::engine:

Protected Member Functions
virtual Real	expectedTrancheLoss (const Date &) const =0
virtual void	initialize () const

Protected Attributes
boost::shared_ptr< Basket >	remainingBasket_
Protected Attributes inherited from GenericEngine< SyntheticCDO::arguments, SyntheticCDO::results >
SyntheticCDO::arguments	arguments_
SyntheticCDO::results	results_

Additional Inherited Members
Public Member Functions inherited from GenericEngine< SyntheticCDO::arguments, SyntheticCDO::results >
PricingEngine::arguments *	getArguments () const
const PricingEngine::results *	getResults () const
void	reset ()
void	update ()

Detailed Description

CDO base engine.