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.