basket(3)
NAME
ql/experimental/credit/basket.hpp – basket of issuers and related notionals
SYNOPSIS
#include <ql/default.hpp>
#include <ql/issuer.hpp>
#include <ql/termstructures/defaulttermstructure.hpp>
#include <ql/experimental/credit/pool.hpp>
#include <ql/experimental/credit/loss.hpp>
Classes
class Basket
Detailed Description
basket of issuers and related notionals
Author
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