MonteCarloCDOEngine2 Class Reference

CDO engine, Monte Carlo for the sample payoff. More...

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

Inheritance diagram for MonteCarloCDOEngine2:

List of all members.

Public Member Functions

 MonteCarloCDOEngine2 (boost::shared_ptr< RandomDefaultModel > rdm, Size samples)
void calculate () const

Detailed Description

CDO engine, Monte Carlo for the sample payoff.