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

Classes for default-event description. More...

#include <ql/event.hpp>
#include <ql/currency.hpp>
#include <ql/math/comparison.hpp>
#include <ql/experimental/credit/defaulttype.hpp>
#include <ql/experimental/credit/defaultprobabilitykey.hpp>
#include <map>

Go to the source code of this file.

Classes

class  DefaultEvent
 Credit event on a bond of a certain seniority(ies)/currency. More...
 
class  DefaultEvent::DefaultSettlement
 
struct  earlier_than< DefaultEvent >
 
class  FailureToPayEvent
 
class  BankruptcyEvent
 

Namespaces

namespace  QuantLib
 

Functions

bool operator== (const DefaultEvent &lhs, const DefaultEvent &rhs)
 
bool operator!= (const DefaultEvent &lhs, const DefaultEvent &rhs)
 

Detailed Description

Classes for default-event description.

Definition in file defaultevent.hpp.