QuantLib
: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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ql
experimental
credit
loss.hpp
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/* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */
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/*
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Copyright (C) 2008 Roland Lichters
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This file is part of QuantLib, a free-software/open-source library
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for financial quantitative analysts and developers - http://quantlib.org/
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QuantLib is free software: you can redistribute it and/or modify it
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under the terms of the QuantLib license. You should have received a
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copy of the license along with this program; if not, please email
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<quantlib-dev@lists.sf.net>. The license is also available online at
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<http://quantlib.org/license.shtml>.
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This program is distributed in the hope that it will be useful, but WITHOUT
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ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
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FOR A PARTICULAR PURPOSE. See the license for more details.
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*/
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/*! \file loss.hpp
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\brief Pair of loss time and amount, sortable by loss time
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*/
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#ifndef quantlib_loss_hpp
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#define quantlib_loss_hpp
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#include <
ql/types.hpp
>
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namespace
QuantLib
{
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class
Loss
{
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public
:
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Loss
(
Real
t
= 0.0,
Real
a = 0.0) :
time
(
t
),
amount
(a) {};
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Real
time
,
amount
;
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};
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inline
bool
operator<
(
const
Loss
& l1,
const
Loss
& l2) {
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return
(l1.
time
< l2.
time
);
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}
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inline
bool
operator>
(
const
Loss
& l1,
const
Loss
& l2) {
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return
(l1.
time
> l2.
time
);
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}
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inline
bool
operator==
(
const
Loss
& l1,
const
Loss
& l2) {
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return
(l1.
time
== l2.
time
);
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}
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inline
bool
operator!=
(
const
Loss
& l1,
const
Loss
& l2) {
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return
(l1.
time
!= l2.
time
);
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}
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}
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#endif
QuantLib::Loss
Definition:
loss.hpp:31
QuantLib::Loss::time
Real time
Definition:
loss.hpp:34
QuantLib::Loss::Loss
Loss(Real t=0.0, Real a=0.0)
Definition:
loss.hpp:33
QuantLib::Loss::amount
Real amount
Definition:
loss.hpp:34
t
const DefaultType & t
Definition:
defaultprobabilitykey.cpp:39
QuantLib::Real
QL_REAL Real
real number
Definition:
types.hpp:50
QuantLib
Definition:
any.hpp:35
QuantLib::operator==
bool operator==(const Currency &c1, const Currency &c2)
Definition:
currency.hpp:231
QuantLib::operator<
bool operator<(const Quantity &m1, const Quantity &m2)
Definition:
quantity.cpp:125
QuantLib::operator!=
bool operator!=(const Currency &c1, const Currency &c2)
Definition:
currency.hpp:236
QuantLib::operator>
bool operator>(const Quantity &m1, const Quantity &m2)
Definition:
quantity.hpp:197
types.hpp
Custom types.
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