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defaultevent.hpp File Reference


Detailed Description

Classes for default-event description.

Definition in file defaultevent.hpp.

#include <ql/event.hpp>
#include <ql/currency.hpp>
#include <ql/math/comparison.hpp>
#include <ql/experimental/credit/defaulttype.hpp>
#include <ql/experimental/credit/defaultprobabilitykey.hpp>
#include <map>

Go to the source code of this file.

Namespaces

namespace  QuantLib

Classes

class  QuantLib::BankruptcyEvent
class  QuantLib::DefaultEvent
 Credit event on a bond of a certain seniority(ies)/currency. More...
class  QuantLib::DefaultEvent::DefaultSettlement
struct  QuantLib::earlier_than< DefaultEvent >
class  QuantLib::FailureToPayEvent

Functions

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


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