- QuantLib
- SyntheticCDO
- engine
 
#include <ql/experimental/credit/syntheticcdoengines.hpp>

| Protected Member Functions | |
| virtual Real | expectedTrancheLoss (const Date &) const =0 | 
| virtual void | initialize () const | 
| Protected Attributes | |
| boost::shared_ptr< Basket > | remainingBasket_ | 
CDO base engine.