IntegralCDOEngine Class Reference
CDO base engine taking (possibly) small time steps. More...
#include <ql/experimental/credit/syntheticcdoengines.hpp>
Inheritance diagram for IntegralCDOEngine:

Public Member Functions | |
void | calculate () const |
IntegralCDOEngine (Period stepSize=3 *Months) | |
Protected Attributes | |
Period | stepSize_ |