QuantLib
: a free/open-source library for quantitative finance
Fully annotated sources - version 1.32
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ql
experimental
credit
defaulttype.cpp
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/* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */
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/*
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Copyright (C) 2009 StatPro Italia srl
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Copyright (C) 2009 Jose Aparicio
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This file is part of QuantLib, a free-software/open-source library
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for financial quantitative analysts and developers - http://quantlib.org/
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QuantLib is free software: you can redistribute it and/or modify it
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under the terms of the QuantLib license. You should have received a
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copy of the license along with this program; if not, please email
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<quantlib-dev@lists.sf.net>. The license is also available online at
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<http://quantlib.org/license.shtml>.
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This program is distributed in the hope that it will be useful, but WITHOUT
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ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
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FOR A PARTICULAR PURPOSE. See the license for more details.
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*/
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#include <ql/experimental/credit/defaulttype.hpp>
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#include <ql/errors.hpp>
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namespace
QuantLib
{
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DefaultType::DefaultType
(
AtomicDefault::Type
defType,
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Restructuring::Type
restType)
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: defTypes_(defType), restrType_(restType) {
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// checks restruct and norestruct are never together.
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QL_REQUIRE((defType ==
AtomicDefault::Restructuring
) !=
// xor
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(
restrType_
==
Restructuring::NoRestructuring
),
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"Incoherent credit event type definition."
);
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}
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bool
operator==
(
const
DefaultType
& lhs,
const
DefaultType
& rhs) {
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return
(lhs.
defaultType
() == rhs.
defaultType
()) &&
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(lhs.
restructuringType
() == rhs.
restructuringType
());
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}
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}
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QuantLib::DefaultType
Atomic credit-event type.
Definition:
defaulttype.hpp:106
QuantLib::DefaultType::restructuringType
Restructuring::Type restructuringType() const
Definition:
defaulttype.hpp:117
QuantLib::DefaultType::restrType_
Restructuring::Type restrType_
Definition:
defaulttype.hpp:145
QuantLib::DefaultType::DefaultType
DefaultType(AtomicDefault::Type defType=AtomicDefault::Bankruptcy, Restructuring::Type restType=Restructuring::XR)
Definition:
defaulttype.cpp:26
QuantLib::DefaultType::defaultType
AtomicDefault::Type defaultType() const
Definition:
defaulttype.hpp:114
QuantLib
Definition:
any.hpp:35
QuantLib::operator==
bool operator==(const Currency &c1, const Currency &c2)
Definition:
currency.hpp:191
QuantLib::AtomicDefault::Type
Type
Definition:
defaulttype.hpp:61
QuantLib::AtomicDefault::Restructuring
@ Restructuring
Definition:
defaulttype.hpp:63
QuantLib::Restructuring::Type
Type
Definition:
defaulttype.hpp:85
QuantLib::Restructuring::NoRestructuring
@ NoRestructuring
Definition:
defaulttype.hpp:86
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