basket.hpp

Langue: en

Autres versions - même langue

Version: 375684 (fedora - 01/12/10)

Section: 3 (Bibliothèques de fonctions)

Sommaire

NAME

ql/experimental/credit/basket.hpp -

basket of issuers and related notionals

SYNOPSIS


#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>

Classes


class Basket

Detailed Description

basket of issuers and related notionals

Author

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