QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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Classes | Namespaces
default.hpp File Reference

Classes for default-event handling. More...

#include <ql/qldefines.hpp>

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Classes

struct  Protection
 information on a default-protection contract More...
 

Namespaces

namespace  QuantLib
 

Detailed Description

Classes for default-event handling.

Definition in file default.hpp.