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

Classes for default-event description. More...

#include <ql/time/period.hpp>

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Classes

struct  AtomicDefault
 Atomic (single contractual event) default events. More...
 
struct  Restructuring
 Restructuring type. More...
 
class  DefaultType
 Atomic credit-event type. More...
 
class  FailureToPay
 Failure to Pay atomic event type. More...
 

Namespaces

namespace  QuantLib
 

Enumerations

enum  Seniority {
  SecDom = 0 , SnrFor , SubLT2 , JrSubT2 ,
  PrefT1 , NoSeniority , SeniorSec = SecDom , SeniorUnSec = SnrFor ,
  SubTier1 = PrefT1 , SubUpperTier2 = JrSubT2 , SubLoweTier2 = SubLT2
}
 Seniority of a bond. More...
 

Functions

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

Detailed Description

Classes for default-event description.

Definition in file defaulttype.hpp.