InhomogeneousPoolCDOEngine< CDOEngine > Class Template Reference
CDO engine, loss disctribution bucketing for finite inhomogeneous pool. More...
#include <ql/experimental/credit/syntheticcdoengines.hpp>
Inherits CDOEngine.
Public Member Functions | |
InhomogeneousPoolCDOEngine (const Handle< OneFactorCopula > copula, Size nBuckets) | |
Protected Attributes | |
const Handle< OneFactorCopula > | copula_ |
Size | nBuckets_ |
Detailed Description
template<class CDOEngine>
class QuantLib::InhomogeneousPoolCDOEngine< CDOEngine >
CDO engine, loss disctribution bucketing for finite inhomogeneous pool.