defaulttype.hpp

Langue: en

Version: 377530 (fedora - 01/12/10)

Section: 3 (Bibliothèques de fonctions)

NAME

ql/experimental/credit/defaulttype.hpp -

Classes for default-event description.

SYNOPSIS


#include <ql/time/period.hpp>

Classes


struct AtomicDefault
Atomic (single contractual event) default events.
struct Restructuring
Restructuring type.
class DefaultType
Atomic credit-event type.
class FailureToPay
Failure to Pay atomic event type.

Enumerations


enum Seniority { SecDom = 0, SnrFor, SubLT2, JrSubT2, PrefT1, NoSeniority, SeniorSec = SecDom, SeniorUnSec = SnrFor, SubTier1 = PrefT1, SubUpperTier2 = JrSubT2, SubLoweTier2 = SubLT2 }
Seniority of a bond.

Functions


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

Detailed Description

Classes for default-event description.

Author

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