QuantLib_NorthAmericaCorpDefaultKey man page

NorthAmericaCorpDefaultKey — ISDA standard default contractual key for corporate US debt.

Synopsis

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

Inherits DefaultProbKey.

Public Member Functions

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

Additional Inherited Members

Detailed Description

ISDA standard default contractual key for corporate US debt.

Author

Generated automatically by Doxygen for QuantLib from the source code.

Referenced By

NorthAmericaCorpDefaultKey(3) is an alias of QuantLib_NorthAmericaCorpDefaultKey(3).

Fri Sep 23 2016 Version 1.8.1 QuantLib