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Sourcecode: quantlib version File versions  Download package

defaulttype.hpp File Reference

Detailed Description

Classes for default-event description.

Definition in file defaulttype.hpp.

#include <ql/time/period.hpp>

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namespace  QuantLib


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


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


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

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