defaultevent.hpp File Reference

Classes for default-event description. More...

#include <ql/event.hpp>
#include <ql/currency.hpp>
#include <ql/math/comparison.hpp>
#include <ql/experimental/credit/defaulttype.hpp>
#include <ql/experimental/credit/defaultprobabilitykey.hpp>
#include <map>

Go to the source code of this file.

Classes
class	DefaultEvent
	Credit event on a bond of a certain seniority(ies)/currency. More...
class	DefaultEvent::DefaultSettlement
struct	earlier_than< DefaultEvent >
class	FailureToPayEvent
class	BankruptcyEvent

Namespaces
namespace	QuantLib

Functions
bool	operator== (const DefaultEvent &lhs, const DefaultEvent &rhs)
bool	operator!= (const DefaultEvent &lhs, const DefaultEvent &rhs)

Detailed Description

Classes for default-event description.

Definition in file defaultevent.hpp.