NAME

ql/default.hpp - Classes for default-event handling.

SYNOPSIS


#include <ql/event.hpp>

Classes


class DefaultEvent
Credit-default event.
struct Protection
information on a default-protection contract

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.

Author

Generated automatically by Doxygen for QuantLib from the source code.