Reference manual - version qle_version
QuantExt
SyntheticCDO
results
Public Member Functions
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Public Attributes
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List of all members
SyntheticCDO::results Class Reference
Inheritance diagram for SyntheticCDO::results:
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legend
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Public Member Functions
void
reset
() override
Public Attributes
Real
premiumValue
Real
protectionValue
Real
upfrontPremiumValue
Real
accrualRebateValue
Real
accrualRebateCurrentValue
Real
remainingNotional
Real
xMin
Real
xMax
Size
error
std::vector< Real >
expectedTrancheLoss
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