Basket (3) Linux Manual Page

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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