NorthAmericaCorpDefaultKey Class Reference

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

Public Member Functions
NorthAmericaCorpDefaultKey Class Reference

ISDA standard default contractual key for corporate US debt. More...

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

Inheritance diagram for NorthAmericaCorpDefaultKey:
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List of all members.

## Public Member Functions
| NorthAmericaCorpDefaultKey (const Currency &currency, Seniority sen, Period graceFailureToPay=Period(30, Days), Real amountFailure=1.e6, Restructuring::Type resType=Restructuring::CR)

## Detailed Description

ISDA standard default contractual key for corporate US debt.