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defaultprobabilitykey.hpp File Reference

Classes for default-event description. More...

#include <ql/experimental/credit/defaulttype.hpp>
#include <ql/currency.hpp>
#include <vector>
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class  QuantLib::DefaultProbKey
class  QuantLib::NorthAmericaCorpDefaultKey
 ISDA standard default contractual key for corporate US debt. More...


namespace  QuantLib


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

Detailed Description

Classes for default-event description.

Definition in file defaultprobabilitykey.hpp.

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