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