Classes for credit-name handling. More...
#include <ql/experimental/credit/defaultevent.hpp>#include <ql/experimental/credit/defaultprobabilitykey.hpp>#include <ql/termstructures/defaulttermstructure.hpp>#include <set>#include <vector>
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typedef std::set < boost::shared_ptr < DefaultEvent >, earlier_than < boost::shared_ptr < DefaultEvent > > > | DefaultEventSet |
Classes for credit-name handling.