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Classes | Namespaces | Enumerations

default.hpp File Reference

Classes for default-event handling. More...

#include <ql/event.hpp>
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class  QuantLib::DefaultEvent
 Credit-default event. More...
struct  QuantLib::Protection
 information on a default-protection contract More...


namespace  QuantLib


enum  QuantLib::Restructuring {
  NoRestructuring, ModifiedRestructuring, ModifiedModifiedRestructuring, FullRestructuring,

Restructuring of a default event.

enum  QuantLib::Seniority {
  Senior, Subordinated, Secured, UpperTier,
  Tier1, PolicyClaims, AnySeniority

Seniority of a default event.

Detailed Description

Classes for default-event handling.

Definition in file default.hpp.

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