- QuantLib
- MonteCarloCDOEngine2
CDO engine, Monte Carlo for the sample payoff. More...
#include <ql/experimental/credit/syntheticcdoengines.hpp>

Public Member Functions | |
| MonteCarloCDOEngine2 (boost::shared_ptr< RandomDefaultModel > rdm, Size samples) | |
| void | calculate () const |
CDO engine, Monte Carlo for the sample payoff.