AtomicDefault Struct Reference

### A free/open-source library for quantitative finance

Public Types
AtomicDefault Struct Reference

Atomic (single contractual event) default events. More...

`#include <ql/experimental/credit/defaulttype.hpp>`

List of all members.

## Public Types
enum | Type { Restructuring = 0, Bankruptcy, FailureToPay, RepudiationMoratorium, Acceleration, Default, ObligationAcceleration = Acceleration, ObligationDefault = Default, CrossDefault = Default, Downgrade, MergerEvent }

## Detailed Description

Atomic (single contractual event) default events.

Default types defined as enum to allow easy aggregation of types. Theres an event algebra logic by default provided by DefaultType. If your new type requires more sofisticated test you need to derive from it as in FailureToPay