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vector< Real > QuantLib::Basket::remainingNotionals ( const Date startDate,
const Date endDate 
) const

Vector of surviving notionals after losses between start and end date, recovery ignored.

Definition at line 139 of file basket.cpp.

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

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