#include <ql/experimental/credit/defaultprobabilitykey.hpp>
 Inheritance diagram for DefaultProbKey:
 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. | |
Used to index market implied credit curve probabilities. It is a proxy to the defaultable bond or class of bonds which determines the credit contract conditions. It aggregates the atomic default types in a group defining the contract conditions and which serves to index the probability curves calibrated to the market.