basket of issuers and related notionals More...
#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>
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| class | Basket |
basket of issuers and related notionals