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/* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */

 Copyright (C) 2009 StatPro Italia srl
 Copyright (C) 2009 Jose Aparicio

 This file is part of QuantLib, a free-software/open-source library
 for financial quantitative analysts and developers - http://quantlib.org/

 QuantLib is free software: you can redistribute it and/or modify it
 under the terms of the QuantLib license.  You should have received a
 copy of the license along with this program; if not, please email
 <quantlib-dev@lists.sf.net>. The license is also available online at

 This program is distributed in the hope that it will be useful, but WITHOUT
 ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
 FOR A PARTICULAR PURPOSE.  See the license for more details.

/*! \file defaultprobabilitykey.hpp
    \brief Classes for default-event description.

#ifndef quantlib_default_probability_key_hpp
#define quantlib_default_probability_key_hpp

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

namespace QuantLib {

    /*! Used to index market implied credit curve probabilities. It is
        a proxy to the defaultable bond or class of bonds which
        determines the credit contract conditions.  It aggregates the
        atomic default types in a group defining the contract
        conditions and which serves to index the probability curves
        calibrated to the market.
00041     class DefaultProbKey {
        //! aggregation of event types for which the contract is sensitive.
00044         std::vector<boost::shared_ptr<DefaultType> > eventTypes_;
        //! Currency of the bond and protection leg payment.
00046         Currency obligationCurrency_;
        //! Reference bonds seniority.
00048         Seniority seniority_;

        DefaultProbKey(const std::vector<boost::shared_ptr<DefaultType> >&
                       const Currency cur,
                       Seniority sen);

        const Currency& currency() const {return obligationCurrency_;}
        Seniority seniority() const {return seniority_;}
        const std::vector<boost::shared_ptr<DefaultType> >&
            eventTypes() const {
                return eventTypes_;
        Size size() const {return eventTypes_.size();}

    bool operator==(const DefaultProbKey& lhs, const DefaultProbKey& rhs);

    //! ISDA standard default contractual key for corporate US debt.
    //    Restructuring here can be set to NoRestructuring.
00071     class NorthAmericaCorpDefaultKey : public DefaultProbKey {
        // with only one restructuring type
        NorthAmericaCorpDefaultKey(const Currency& currency,
                                   Seniority sen,
                                   Period graceFailureToPay =
                                       Period(30, Days),
                                   Real amountFailure = 1.e6,
                                   Restructuring::Type resType =



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