Rechercher une page de manuel
defaulttype.hpp
Langue: en
Version: 377530 (fedora - 01/12/10)
Section: 3 (Bibliothèques de fonctions)
NAME
ql/experimental/credit/defaulttype.hpp -Classes for default-event description.
SYNOPSIS
#include <ql/time/period.hpp>
Classes
struct AtomicDefault
Atomic (single contractual event) default events.
struct Restructuring
Restructuring type.
class DefaultType
Atomic credit-event type.
class FailureToPay
Failure to Pay atomic event type.
Enumerations
enum Seniority { SecDom = 0, SnrFor, SubLT2, JrSubT2, PrefT1, NoSeniority, SeniorSec = SecDom, SeniorUnSec = SnrFor, SubTier1 = PrefT1, SubUpperTier2 = JrSubT2, SubLoweTier2 = SubLT2 }
Seniority of a bond.
Functions
bool operator== (const DefaultType &lhs, const DefaultType &rhs)
Detailed Description
Classes for default-event description.
Author
Generated automatically by Doxygen for QuantLib from the source code.
Contenus ©2006-2024 Benjamin Poulain
Design ©2006-2024 Maxime Vantorre