Classes for default-event description. More...
#include <ql/experimental/credit/defaulttype.hpp>#include <ql/currency.hpp>#include <vector>
Classes | |
| class | DefaultProbKey |
| class | NorthAmericaCorpDefaultKey |
| ISDA standard default contractual key for corporate US debt. More... | |
Functions | |
| bool | operator== (const DefaultProbKey &lhs, const DefaultProbKey &rhs) |
Classes for default-event description.