ql/experimental/credit/defaulttype.hpp File Reference

Classes for default-event description. More...

#include <ql/time/period.hpp>

Include dependency graph for defaulttype.hpp:


Classes

struct  AtomicDefault
 Atomic (single contractual event) default events. More...
struct  Restructuring
 Restructuring type. More...
class  DefaultType
 Atomic credit-event type. More...
class  FailureToPay
 Failure to Pay atomic event type. More...

Enumerations

enum  Seniority {
  SecDom = 0, SnrFor, SubLT2, JrSubT2,
  PrefT1, NoSeniority, SeniorSec = SecDom, SeniorUnSec = SnrFor,
  SubTier1 = PrefT1, SubUpperTier2 = JrSubT2, SubLoweTier2 = SubLT2
}
 Seniority of a bond. More...

Functions

bool operator== (const DefaultType &lhs, const DefaultType &rhs)

Detailed Description

Classes for default-event description.