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_ |