SyntheticCDO::engine Class Reference

CDO base engine. More...

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

Inheritance diagram for SyntheticCDO::engine:

List of all members.

Protected Member Functions

virtual Real expectedTrancheLoss (const Date &) const =0
virtual void initialize () const

Protected Attributes

boost::shared_ptr< BasketremainingBasket_

Detailed Description

CDO base engine.