QuantLib: AtomicDefault Struct Reference

A free/open-source library for quantitative finance Reference manual - version 1.6

- Main Page
- Related Pages
- Modules
- Classes
- Examples

- Class List
- Class Index
- Class Hierarchy
- Class Members

Public Types | List of all members
AtomicDefault Struct Reference

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

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

## 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