QuantLib: a free/open-source library for quantitative finance
Fully annotated sources - version 1.32
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Public Types | List of all members
Protection Struct Reference

information on a default-protection contract More...

#include <ql/default.hpp>

+ Collaboration diagram for Protection:

Public Types

enum  Side { Buyer , Seller }
 

Detailed Description

information on a default-protection contract

Definition at line 32 of file default.hpp.

Member Enumeration Documentation

◆ Side

enum Side
Enumerator
Buyer 
Seller 

Definition at line 33 of file default.hpp.