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| CreditIndexConstituentCurveCalibration (const Date &indexStartDate, const Period indexTenor, const double indexSpread, const Handle< Quote > &indexRecoveryRate, const Handle< DefaultProbabilityTermStructure > &indexCurve, const Handle< YieldTermStructure > &discountCurve) |
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CalibrationResults | calibratedCurves (const std::vector< std::string > &names, const std::vector< double > &remainingNotionals, const std::vector< Handle< DefaultProbabilityTermStructure > > &creditCurves, const std::vector< double > &recoveryRates) const |
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const Handle< QuantLib::DefaultProbabilityTermStructure > & | indexCurve () const |
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const Handle< QuantLib::YieldTermStructure > & | discountCurve () const |
