QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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defaulttype.cpp
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1/* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */
2
3/*
4 Copyright (C) 2009 StatPro Italia srl
5 Copyright (C) 2009 Jose Aparicio
6
7 This file is part of QuantLib, a free-software/open-source library
8 for financial quantitative analysts and developers - http://quantlib.org/
9
10 QuantLib is free software: you can redistribute it and/or modify it
11 under the terms of the QuantLib license. You should have received a
12 copy of the license along with this program; if not, please email
13 <quantlib-dev@lists.sf.net>. The license is also available online at
14 <http://quantlib.org/license.shtml>.
15
16 This program is distributed in the hope that it will be useful, but WITHOUT
17 ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
18 FOR A PARTICULAR PURPOSE. See the license for more details.
19*/
20
22#include <ql/errors.hpp>
23
24namespace QuantLib {
25
27 Restructuring::Type restType)
28 : defTypes_(defType), restrType_(restType) {
29 // checks restruct and norestruct are never together.
30 QL_REQUIRE((defType == AtomicDefault::Restructuring) != // xor
32 "Incoherent credit event type definition.");
33 }
34
35 bool operator==(const DefaultType& lhs, const DefaultType& rhs) {
36 return (lhs.defaultType() == rhs.defaultType()) &&
37 (lhs.restructuringType() == rhs.restructuringType());
38 }
39
40}
41
Atomic credit-event type.
Restructuring::Type restructuringType() const
Restructuring::Type restrType_
DefaultType(AtomicDefault::Type defType=AtomicDefault::Bankruptcy, Restructuring::Type restType=Restructuring::XR)
Definition: defaulttype.cpp:26
AtomicDefault::Type defaultType() const
Classes for default-event description.
Classes and functions for error handling.
#define QL_REQUIRE(condition, message)
throw an error if the given pre-condition is not verified
Definition: errors.hpp:117
Definition: any.hpp:35
bool operator==(const Currency &c1, const Currency &c2)
Definition: currency.hpp:231