QuantLib_DefaultEvent (3) - Linux Manuals
QuantLib_DefaultEvent: Credit-default event.
NAME
QuantLib::DefaultEvent - Credit-default event.
SYNOPSIS
#include <ql/default.hpp>
Inherits QuantLib::Event.
Public Member Functions
DefaultEvent (const Date &date, Real recoveryRate, Seniority seniority=AnySeniority, Restructuring restructuring=AnyRestructuring)
Date date () const
returns the date at which the event occurs
Real recoveryRate () const
Seniority seniority () const
Restructuring restructuring () const
Detailed Description
Credit-default event.
Author
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