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QuantLib_InhomogeneousPoolCDOEngine
Langue: en
Version: 160832 (fedora - 05/07/09)
Section: 3 (Bibliothèques de fonctions)
Sommaire
NAME
QuantLib::InhomogeneousPoolCDOEngine - CDO engine, loss disctribution bucketing for finite inhomogeneous pool.SYNOPSIS
#include <ql/experimental/credit/syntheticcdoengines.hpp>
Inherits CDOEngine.
Public Member Functions
InhomogeneousPoolCDOEngine (const Handle< OneFactorCopula > copula, Size nBuckets, Period stepSize=1 *Days)
Protected Attributes
const Handle< OneFactorCopula > copula_
Size nBuckets_
Detailed Description
template<class CDOEngine> class QuantLib::InhomogeneousPoolCDOEngine< CDOEngine >
CDO engine, loss disctribution bucketing for finite inhomogeneous pool.Author
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