ql/default.hpp File Reference

Classes for default-event handling. More...

#include <ql/event.hpp>

Include dependency graph for default.hpp:

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

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Detailed Description

Classes for default-event handling.