IntegralCDOEngine Class Reference

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

Public Member Functions | Protected Attributes
IntegralCDOEngine Class Reference

CDO base engine taking (possibly) small time steps. More...

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

Inheritance diagram for IntegralCDOEngine:
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List of all members.

## Public Member Functions
void | calculate () const
| IntegralCDOEngine (Period stepSize=3 *Months)
## Protected Attributes
Period | stepSize_

## Detailed Description

CDO base engine taking (possibly) small time steps.