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| Distribution | lossDistrib (const Date &d) const | 
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| virtual Probability | probOverLoss (const Date &d, Real lossFraction) const | 
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| virtual Disposable< std::vector< Real > > | splitVaRLevel (const Date &d, Real loss) const | 
|  | Associated VaR fraction to each counterparty. 
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| virtual Disposable< std::vector< Real > > | splitESFLevel (const Date &d, Real loss) const | 
|  | Associated ESF fraction to each counterparty. 
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| virtual Disposable< std::map< Real, Probability > > | lossDistribution (const Date &) const | 
|  | Full loss distribution. 
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| virtual Real | densityTrancheLoss (const Date &d, Real lossFraction) const | 
|  | Probability density of a given loss fraction of the basket notional. 
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| virtual Disposable< std::vector< Probability > > | probsBeingNthEvent (Size n, const Date &d) const | 
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| virtual Real | defaultCorrelation (const Date &d, Size iName, Size jName) const | 
|  | Pearsons' default probability correlation. 
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| virtual Probability | probAtLeastNEvents (Size n, const Date &d) const | 
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| virtual Real | expectedRecovery (const Date &, Size iName, const DefaultProbKey &) const | 
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template<class copulaPolicy>
class QuantLib::InhomogeneousPoolLossModel< copulaPolicy >
Default loss distribution convolution for finite non homogeneous pool.