QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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Atomic (single contractual event) default events. More...
#include <defaulttype.hpp>
Public Types | |
enum | Type { Restructuring = 0 , Bankruptcy , FailureToPay , RepudiationMoratorium , Acceleration , Default , ObligationAcceleration = Acceleration , ObligationDefault = Default , CrossDefault = Default , Downgrade , MergerEvent } |
Atomic (single contractual event) default events.
Default types defined as enum to allow easy aggregation of types. Theres an event algebra logic by default provided by DefaultType. If your new type requires more sofisticated test you need to derive from it as in FailureToPay
Definition at line 60 of file defaulttype.hpp.
enum Type |
Enumerator | |
---|---|
Restructuring | |
Bankruptcy | |
FailureToPay | |
RepudiationMoratorium | |
Acceleration | |
Default | |
ObligationAcceleration | |
ObligationDefault | |
CrossDefault | |
Downgrade | |
MergerEvent |
Definition at line 61 of file defaulttype.hpp.