bondbasket.hpp File Reference

Basket of defaultable bonds. More...

#include <ql/experimental/credit/pool.hpp>
#include <qle/indexes/fxindex.hpp>
#include <ql/instruments/bond.hpp>

Classes
class	Cash
class	BondBasket
	Bond Basket. More...

Functions
bool	operator> (const Currency &, const Currency &)
bool	operator< (const Currency &c1, const Currency &c2)
Real	sum (const Cash &c, const Cash &d)
Real	sumDiscounted (const Cash &c, const Cash &d)

Detailed Description

Basket of defaultable bonds.