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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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