defaulttype.hpp File Reference

Classes for default-event description. More...

#include <ql/time/period.hpp>

Go to the source code of this file.

Classes
struct	AtomicDefault
	Atomic (single contractual event) default events. More...
struct	Restructuring
	Restructuring type. More...
class	DefaultType
	Atomic credit-event type. More...
class	FailureToPay
	Failure to Pay atomic event type. More...

Namespaces
namespace	QuantLib

Enumerations
enum	Seniority {   SecDom = 0 , SnrFor , SubLT2 , JrSubT2 ,   PrefT1 , NoSeniority , SeniorSec = SecDom , SeniorUnSec = SnrFor ,   SubTier1 = PrefT1 , SubUpperTier2 = JrSubT2 , SubLoweTier2 = SubLT2 }
	Seniority of a bond. More...

Functions
bool	operator== (const DefaultType &lhs, const DefaultType &rhs)

Detailed Description

Classes for default-event description.

Definition in file defaulttype.hpp.