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defaulttype.hpp File Reference

Classes for default-event description. More...

#include <ql/time/period.hpp>
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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...


namespace  QuantLib


enum  QuantLib::Seniority {
  SecDom = 0, SnrFor, SubLT2, JrSubT2,
  PrefT1, NoSeniority, SeniorSec = SecDom, SeniorUnSec = SnrFor,
  SubTier1 = PrefT1, SubUpperTier2 = JrSubT2, SubLoweTier2 = SubLT2

Seniority of a bond.



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

Detailed Description

Classes for default-event description.

Definition in file defaulttype.hpp.

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