QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
|
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) |
Classes for default-event description.
Definition in file defaultevent.hpp.