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.