DefaultEvent Class Reference
Credit-default event. More...
#include <ql/default.hpp>
Inheritance diagram for DefaultEvent:

Public Member Functions | |
DefaultEvent (const Date &date, Real recoveryRate, Seniority seniority=AnySeniority, Restructuring restructuring=AnyRestructuring) | |
Date | date () const |
returns the date at which the event occurs | |
Real | recoveryRate () const |
Seniority | seniority () const |
Restructuring | restructuring () const |