NorthAmericaCorpDefaultKey Class Reference

ISDA standard default contractual key for corporate US debt. More...

#include <ql/experimental/credit/defaultprobabilitykey.hpp>

Inheritance diagram for NorthAmericaCorpDefaultKey:

List of all members.

Public Member Functions

 NorthAmericaCorpDefaultKey (const Currency &currency, Seniority sen, Period graceFailureToPay=Period(30, Days), Real amountFailure=1.e6, Restructuring::Type resType=Restructuring::CR)

Detailed Description

ISDA standard default contractual key for corporate US debt.