QuantLib: a free/open-source library for quantitative finance
Fully annotated sources - version 1.32
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Public Types | List of all members
AtomicDefault Struct Reference

Atomic (single contractual event) default events. More...

#include <ql/experimental/credit/defaulttype.hpp>

+ Collaboration diagram for AtomicDefault:

Public Types

enum  Type {
  Restructuring = 0 , Bankruptcy , FailureToPay , RepudiationMoratorium ,
  Acceleration , Default , ObligationAcceleration = Acceleration , ObligationDefault = Default ,
  CrossDefault = Default , Downgrade , MergerEvent
}
 

Detailed Description

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.

Member Enumeration Documentation

◆ Type

enum Type
Enumerator
Restructuring 
Bankruptcy 
FailureToPay 
RepudiationMoratorium 
Acceleration 
Default 
ObligationAcceleration 
ObligationDefault 
CrossDefault 
Downgrade 
MergerEvent 

Definition at line 61 of file defaulttype.hpp.