DefaultEvent Class Reference

Credit-default event. More...

#include <ql/default.hpp>

Inheritance diagram for DefaultEvent:

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List of all members.

Public Member Functions
	DefaultEvent (const Date &date, Real recoveryRate, Seniority seniority=AnySeniority, Restructuring restructuring=AnyRestructuring)
Date	date () const
	returns the date at which the event occurs
Real	recoveryRate () const
Seniority	seniority () const
Restructuring	restructuring () const

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Detailed Description

Credit-default event.