CBO::engine Class Reference

CBO base engine. More...

#include <qle/pricingengines/cboengine.hpp>

Inheritance diagram for CBO::engine:

Collaboration diagram for CBO::engine:

Protected Member Functions
virtual void	initialize () const

Protected Attributes
QuantLib::ext::shared_ptr< BondBasket >	remainingBasket_

Detailed Description

CBO base engine.

Definition at line 36 of file cboengine.hpp.

Member Function Documentation

initialize()

virtual void initialize ( ) const

protectedvirtual

Definition at line 39 of file cboengine.hpp.

{ remainingBasket_ = this->arguments_.basket; }

Here is the caller graph for this function:

Member Data Documentation

remainingBasket_

QuantLib::ext::shared_ptr<BondBasket> remainingBasket_

mutableprotected

Definition at line 40 of file cboengine.hpp.