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QuantLib_MonteCarloCDOEngine2
Langue: en
Version: 152749 (fedora - 05/07/09)
Section: 3 (Bibliothèques de fonctions)
NAME
QuantLib::MonteCarloCDOEngine2 - CDO engine, Monte Carlo for the sample payoff.SYNOPSIS
#include <ql/experimental/credit/syntheticcdoengines.hpp>
Inherits QuantLib::SyntheticCDO::engine.
Public Member Functions
MonteCarloCDOEngine2 (boost::shared_ptr< RandomDefaultModel > rdm, Size samples)
void calculate () const
Detailed Description
CDO engine, Monte Carlo for the sample payoff.
Author
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