NorthAmericaCorpDefaultKey Class Reference
ISDA standard default contractual key for corporate US debt. More...
#include <ql/experimental/credit/defaultprobabilitykey.hpp>
Inheritance diagram for NorthAmericaCorpDefaultKey:

Public Member Functions | |
NorthAmericaCorpDefaultKey (const Currency ¤cy, Seniority sen, Period graceFailureToPay=Period(30, Days), Real amountFailure=1.e6, Restructuring::Type resType=Restructuring::CR) |