QuantLib
: a free/open-source library for quantitative finance
Reference manual - version 1.40
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QuantLib
Restructuring
Public Types
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Restructuring Struct Reference
Restructuring
type.
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#include <ql/experimental/credit/defaulttype.hpp>
Public Types
enum
Type
{
NoRestructuring
= 0 ,
ModifiedRestructuring
,
ModifiedModifiedRestructuring
,
FullRestructuring
,
AnyRestructuring
,
XR
= NoRestructuring ,
MR
= ModifiedRestructuring ,
MM
= ModifiedModifiedRestructuring ,
CR
= FullRestructuring
}
Detailed Description
Restructuring
type.
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