basket (3) - Linux Manuals

basket: basket of issuers and related notionals

NAME

ql/experimental/credit/basket.hpp - basket of issuers and related notionals

SYNOPSIS

#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>

Classes

class Basket

Detailed Description

basket of issuers and related notionals

Author

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