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How are index CDS constituents derived from CreditCurveId (in the absence of a BasketData node)?
Hello,
In the User Guide, section 8.2.51 (Index Credit Default Swap) the following is mentioned:
When BasketData is omitted, the index constituents are derived from the CreditCurveId element in the IndexCreditDefaultSwapData block
Can you please clarify how this derivation occurs, or point me to an example? I see IndexCreditDefaultSwapData appears in Example 40, but is always using BasketData node.