QuantLib: a free/open-source library for quantitative finance
Fully annotated sources - version 1.32
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Public Member Functions | Public Attributes | List of all members
Loss Class Reference

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

+ Collaboration diagram for Loss:

Public Member Functions

 Loss (Real t=0.0, Real a=0.0)
 

Public Attributes

Real time
 
Real amount
 

Detailed Description

Definition at line 31 of file loss.hpp.

Constructor & Destructor Documentation

◆ Loss()

Loss ( Real  t = 0.0,
Real  a = 0.0 
)

Definition at line 33 of file loss.hpp.

Member Data Documentation

◆ time

Real time

Definition at line 34 of file loss.hpp.

◆ amount

Real amount

Definition at line 34 of file loss.hpp.