ql/experimental/credit/defaultprobabilitykey.hpp File Reference

Classes for default-event description. More...

#include <ql/experimental/credit/defaulttype.hpp>
#include <ql/currency.hpp>
#include <vector>
Include dependency graph for defaultprobabilitykey.hpp:

Classes

class  DefaultProbKey
class  NorthAmericaCorpDefaultKey
 ISDA standard default contractual key for corporate US debt. More...

Functions

bool operator== (const DefaultProbKey &lhs, const DefaultProbKey &rhs)

Detailed Description

Classes for default-event description.