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QuantLib::AtomicDefault Struct Reference

#include <defaulttype.hpp>

List of all members.

Detailed Description

Atomic (single contractual event) default events.

Default types defined as enum to allow easy aggregation of types. Theres an event algebra logic by default provided by DefaultType. If your new type requires more sofisticated test you need to derive from it as in FailureToPay

Definition at line 60 of file defaulttype.hpp.

Public Types

enum  Type {
  Restructuring = 0, Bankruptcy, FailureToPay, RepudiationMoratorium,
  Acceleration, Default, ObligationAcceleration = Acceleration, ObligationDefault = Default,
  CrossDefault = Default, Downgrade, MergerEvent

The documentation for this struct was generated from the following file:

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