- QuantLib
- HomogeneousPoolCDOEngine
CDO engine, loss distribution convolution for finite homogeneous pool. More...
#include <ql/experimental/credit/syntheticcdoengines.hpp>
Inherits CDOEngine.
Public Member Functions | |
HomogeneousPoolCDOEngine (const Handle< OneFactorCopula > copula, Size nBuckets) | |
Protected Attributes | |
const Handle< OneFactorCopula > | copula_ |
Size | nBuckets_ |
CDO engine, loss distribution convolution for finite homogeneous pool.