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QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.38
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Classes for default-event handling. More...
#include <ql/qldefines.hpp>Go to the source code of this file.
Classes | |
| struct | Protection |
| information on a default-protection contract More... | |
Namespaces | |
| namespace | QuantLib |
Classes for default-event handling.
Definition in file default.hpp.