defaultprobabilitykey.hpp File Reference

Classes for default-event description. More...

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

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Classes
class	DefaultProbKey
class	NorthAmericaCorpDefaultKey
	ISDA standard default contractual key for corporate US debt. More...

Namespaces
namespace	QuantLib

Functions
bool	operator== (const DefaultProbKey &lhs, const DefaultProbKey &rhs)

Detailed Description

Classes for default-event description.

Definition in file defaultprobabilitykey.hpp.