QuantLib
A free/open-source library for quantitative finance
Reference manual - version 1.20
Public Types | List of all members
Restructuring Struct Reference

Restructuring type. More...

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

Public Types

enum  Type {
  NoRestructuring = 0 , ModifiedRestructuring , ModifiedModifiedRestructuring , FullRestructuring ,
  AnyRestructuring , XR = NoRestructuring , MR = ModifiedRestructuring , MM = ModifiedModifiedRestructuring ,
  CR = FullRestructuring
}
 

Detailed Description

Restructuring type.