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defaultprobabilitykey.hpp File Reference


Detailed Description

Classes for default-event description.

Definition in file defaultprobabilitykey.hpp.

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

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Namespaces

namespace  QuantLib

Classes

class  QuantLib::DefaultProbKey
class  QuantLib::NorthAmericaCorpDefaultKey
 ISDA standard default contractual key for corporate US debt. More...

Functions

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


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