DefaultProbKey Class Reference
#include <ql/experimental/credit/defaultprobabilitykey.hpp>
Inheritance diagram for DefaultProbKey:

Public Member Functions | |
| DefaultProbKey (const std::vector< boost::shared_ptr< DefaultType > > &eventTypes, const Currency cur, Seniority sen) | |
| const Currency & | currency () const |
| Seniority | seniority () const |
|
const std::vector < boost::shared_ptr < DefaultType > > & | eventTypes () const |
| Size | size () const |
Protected Attributes | |
|
std::vector< boost::shared_ptr < DefaultType > > | eventTypes_ |
| aggregation of event types for which the contract is sensitive. | |
| Currency | obligationCurrency_ |
| Currency of the bond and protection leg payment. | |
| Seniority | seniority_ |
| Reference bonds seniority. | |