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virtual QuantLib::ext::shared_ptr< QuantExt::DefaultLossModel > | lossModel (const vector< Real > &recoveryRates, const QuantLib::RelinkableHandle< Quote > &baseCorrelation, bool poolIsHomogenous, const vector< vector< double > > &rrGrids, const vector< vector< double > > &rrProbs, bool checkExpectedRecovery) const =0 |
