HomogeneousPoolCDOEngine Class Template Reference

CDO engine, loss distribution convolution for finite homogeneous pool. More...

#include <ql/experimental/credit/syntheticcdoengines.hpp>

Inherits CDOEngine.

List of all members.

Public Member Functions

 HomogeneousPoolCDOEngine (const Handle< OneFactorCopula > copula, Size nBuckets)

Protected Attributes

const Handle< OneFactorCopulacopula_
Size nBuckets_


Detailed Description

template<class CDOEngine>
class QuantLib::HomogeneousPoolCDOEngine< CDOEngine >

CDO engine, loss distribution convolution for finite homogeneous pool.