- 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.