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default.hpp
Langue: en
Version: 156021 (fedora - 05/07/09)
Section: 3 (Bibliothèques de fonctions)
NAME
ql/default.hpp - Classes for default-event handling.SYNOPSIS
#include <ql/event.hpp>
Classes
class DefaultEvent
Credit-default event.
struct Protection
information on a default-protection contract
Enumerations
enum Seniority { Senior, Subordinated, Secured, UpperTier, Tier1, PolicyClaims, AnySeniority }
Seniority of a default event.
enum Restructuring { NoRestructuring, ModifiedRestructuring, ModifiedModifiedRestructuring, FullRestructuring, AnyRestructuring }
Restructuring of a default event.
Detailed Description
Classes for default-event handling.
Author
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