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Sourcecode: quantlib version File versions  Download package

basket.hpp File Reference


Detailed Description

basket of issuers and related notionals

Definition in file basket.hpp.

#include <ql/termstructures/defaulttermstructure.hpp>
#include <ql/patterns/lazyobject.hpp>
#include <ql/experimental/credit/defaultprobabilitykey.hpp>
#include <ql/experimental/credit/issuer.hpp>
#include <ql/experimental/credit/recoveryratemodel.hpp>
#include <ql/experimental/credit/pool.hpp>
#include <ql/experimental/credit/loss.hpp>

Go to the source code of this file.

Namespaces

namespace  QuantLib

Classes

class  QuantLib::Basket


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