MidPointCDOEngine Class Reference

CDO base engine taking schedule steps. More...

#include <qle/pricingengines/midpointcdoengine.hpp>

Inheritance diagram for MidPointCDOEngine:

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_

Detailed Description

CDO base engine taking schedule steps.