MonteCarloCDOEngine1 Class Reference

### A free/open-source library for quantitative finance

Public Member Functions
MonteCarloCDOEngine1 Class Reference

CDO engine, Monte Carlo for the exptected tranche loss distribution. More...

`#include <ql/experimental/credit/syntheticcdoengines.hpp>`

Inheritance diagram for MonteCarloCDOEngine1:
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List of all members.

## Public Member Functions
| MonteCarloCDOEngine1 (boost::shared_ptr< RandomDefaultModel > rdm, Size samples)

## Detailed Description

CDO engine, Monte Carlo for the exptected tranche loss distribution.