defaultevent.hpp

Langue: en

Version: 375408 (fedora - 01/12/10)

Section: 3 (Bibliothèques de fonctions)

Sommaire

NAME

ql/experimental/credit/defaultevent.hpp -

Classes for default-event description.

SYNOPSIS


#include <ql/event.hpp>
#include <ql/currency.hpp>
#include <ql/math/comparison.hpp>
#include <ql/experimental/credit/defaulttype.hpp>
#include <ql/experimental/credit/defaultprobabilitykey.hpp>
#include <map>

Classes


class DefaultEvent
Credit event on a bond of a certain seniority(ies)/currency.

Functions


bool operator== (const DefaultEvent &lhs, const DefaultEvent &rhs)

bool operator!= (const DefaultEvent &lhs, const DefaultEvent &rhs)

Detailed Description

Classes for default-event description.

Author

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