DefaultProbKey Class Reference
#include <ql/experimental/credit/defaultprobabilitykey.hpp>
Inheritance diagram for DefaultProbKey:

Public Member Functions | |
DefaultProbKey (const std::vector< boost::shared_ptr< DefaultType > > &eventTypes, const Currency cur, Seniority sen) | |
const Currency & | currency () const |
Seniority | seniority () const |
const std::vector < boost::shared_ptr < DefaultType > > & | eventTypes () const |
Size | size () const |
Protected Attributes | |
std::vector< boost::shared_ptr < DefaultType > > | eventTypes_ |
aggregation of event types for which the contract is sensitive. | |
Currency | obligationCurrency_ |
Currency of the bond and protection leg payment. | |
Seniority | seniority_ |
Reference bonds seniority. |