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basket.hpp File Reference

basket of issuers and related notionals More...

#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>
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Classes

class  QuantLib::Basket

Namespaces

namespace  QuantLib

Detailed Description

basket of issuers and related notionals

Definition in file basket.hpp.


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