defaultprobabilitykey.hpp

Langue: en

Version: 377284 (fedora - 01/12/10)

Section: 3 (Bibliothèques de fonctions)

NAME

ql/experimental/credit/defaultprobabilitykey.hpp -

Classes for default-event description.

SYNOPSIS


#include <ql/experimental/credit/defaulttype.hpp>
#include <ql/currency.hpp>
#include <vector>

Classes


class DefaultProbKey

class NorthAmericaCorpDefaultKey
ISDA standard default contractual key for corporate US debt.

Functions


bool operator== (const DefaultProbKey &lhs, const DefaultProbKey &rhs)

Detailed Description

Classes for default-event description.

Author

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