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QuantLib_NorthAmericaCorpDefaultKey
Langue: en
Version: 373750 (fedora - 01/12/10)
Section: 3 (Bibliothèques de fonctions)
NAME
QuantLib::NorthAmericaCorpDefaultKey -ISDA standard default contractual key for corporate US debt.
SYNOPSIS
#include <ql/experimental/credit/defaultprobabilitykey.hpp>
Inherits QuantLib::DefaultProbKey.
Public Member Functions
NorthAmericaCorpDefaultKey (const Currency ¤cy, Seniority sen, Period graceFailureToPay=Period(30, Days), Real amountFailure=1.e6, Restructuring::Type resType=Restructuring::CR)
Detailed Description
ISDA standard default contractual key for corporate US debt.
Author
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