SYNOPSIS
BasketLossesDESCRIPTION
BasketLosses is an example of using QuantLib.
AUTHORS
The QuantLib Group (see Authors.txt).This manual page was added by Dirk Eddelbuettel <[email protected]>, the Debian GNU/Linux maintainer for QuantLib.
BasketLosses(1)
Example of Modeling Losses Across Correlated Assets