GaussianLHPCDOEngine Class Template Reference
#include <ql/experimental/credit/syntheticcdoengines.hpp>
Inherits CDOEngine.
Public Member Functions | |
GaussianLHPCDOEngine (const Handle< OneFactorCopula > &copula, Period stepSize=1 *Days) |
#include <ql/experimental/credit/syntheticcdoengines.hpp>
Inherits CDOEngine.
Public Member Functions | |
GaussianLHPCDOEngine (const Handle< OneFactorCopula > &copula, Period stepSize=1 *Days) |