Linux Certif

Toute la documentation sur la certification Linux LPI

QuantLib_AtomicDefault

NAME

QuantLib::AtomicDefault -

Atomic (single contractual event) default events.

SYNOPSIS

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

Public Types

enum Type { Restructuring = 0, Bankruptcy, FailureToPay, RepudiationMoratorium, Acceleration, Default, ObligationAcceleration = Acceleration, ObligationDefault = Default, CrossDefault = Default, Downgrade, MergerEvent }

Detailed Description

Atomic (single contractual event) default events.

Default types defined as enum to allow easy aggregation of types. Theres an event algebra logic by default provided by DefaultType. If your new type requires more sofisticated test you need to derive from it as in FailureToPay

Author

Generated automatically by Doxygen for QuantLib from the source code.