QuantLib_NorthAmericaCorpDefaultKey

Langue: en

Version: 373750 (fedora - 01/12/10)

Section: 3 (Bibliothèques de fonctions)

Sommaire

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 &currency, 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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