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>
Classes | |
class | DefaultEvent |
Credit event on a bond of a certain seniority(ies)/currency. More... | |
Namespaces | |
namespace | QuantLib |
Functions | |
bool | operator== (const DefaultEvent &lhs, const DefaultEvent &rhs) |
bool | operator!= (const DefaultEvent &lhs, const DefaultEvent &rhs) |
Classes for default-event description.