ql/default.hpp File Reference

Classes for default-event handling. More...

#include <ql/event.hpp>

Include dependency graph for default.hpp:


Classes

class  DefaultEvent
 Credit-default event. More...
struct  Protection
 information on a default-protection contract More...

Enumerations

enum  Seniority {
  Senior, Subordinated, Secured, UpperTier,
  Tier1, PolicyClaims, AnySeniority
}
 Seniority of a default event.
enum  Restructuring {
  NoRestructuring, ModifiedRestructuring, ModifiedModifiedRestructuring, FullRestructuring,
  AnyRestructuring
}
 Restructuring of a default event.

Detailed Description

Classes for default-event handling.