InhomogeneousPoolCDOEngine< CDOEngine > Class Template Reference

CDO engine, loss disctribution bucketing for finite inhomogeneous pool. More...

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

Inherits CDOEngine.

List of all members.

Public Member Functions

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

Protected Attributes

const Handle< OneFactorCopulacopula_
Size nBuckets_

Detailed Description

template<class CDOEngine>
class QuantLib::InhomogeneousPoolCDOEngine< CDOEngine >

CDO engine, loss disctribution bucketing for finite inhomogeneous pool.