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Sourcecode: quantlib version File versions  Download package

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))
                notionals.push_back(notionals_[i]);
        }
        return notionals;
    }


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