DefaultEvent Class Reference

Credit-default event. More...

#include <ql/default.hpp>

Inheritance diagram for DefaultEvent:

List of all members.

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


Detailed Description

Credit-default event.