ql/experimental/credit/basket.hpp File Reference

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>
Include dependency graph for basket.hpp:

Classes

class  Basket

Detailed Description

basket of issuers and related notionals