CDO base engine taking schedule steps. More...
#include <qle/pricingengines/midpointcdoengine.hpp>
Public Member Functions | |
MidPointCDOEngine (const Handle< YieldTermStructure > &discountCurve, boost::optional< bool > includeSettlementDateFlows=boost::none) | |
void | calculate () const override |
Protected Attributes | |
Handle< YieldTermStructure > | discountCurve_ |
boost::optional< bool > | includeSettlementDateFlows_ |
CDO base engine taking schedule steps.