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Real QuantLib::Basket::remainingNotional ( const Date startDate,
const Date endDate 
) const

Remaining basket notional after losses between start and end date. The full notional for defaulted names is subracted, recovery ignored.

Definition at line 129 of file basket.cpp.

Referenced by remainingAttachmentRatio(), and remainingDetachmentRatio().

                                                              {
        Real notional = 0;
        for (Size i = 0; i < names_.size(); i++) {
            if (!pool_->get(names_[i]).defaultedBetween(startDate, endDate))
                notional += notionals_[i];
        }
        return notional;
    }


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