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Sourcecode: quantlib version File versions  Download package

default.hpp File Reference


Detailed Description

Classes for default-event handling.

Definition in file default.hpp.

#include <ql/event.hpp>

Go to the source code of this file.

Namespaces

namespace  QuantLib

Classes

class  QuantLib::DefaultEvent
 Credit-default event. More...
struct  QuantLib::Protection
 information on a default-protection contract More...

Enumerations

enum  QuantLib::Restructuring {
  NoRestructuring, ModifiedRestructuring, ModifiedModifiedRestructuring, FullRestructuring,
  AnyRestructuring
}
 Restructuring of a default event.
enum  QuantLib::Seniority {
  Senior, Subordinated, Secured, UpperTier,
  Tier1, PolicyClaims, AnySeniority
}
 Seniority of a default event.


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