QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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Classes for default-event description. More...
#include <ql/time/period.hpp>
Go to the source code of this file.
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) |
Classes for default-event description.
Definition in file defaulttype.hpp.