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<li class="navelem"><a class="el" href="class_quant_lib_1_1_default_prob_key.html">DefaultProbKey</a> </li>
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<p><code>#include <ql/experimental/credit/defaultprobabilitykey.hpp></code></p>
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Inheritance diagram for DefaultProbKey:</div>
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<area shape="rect" id="node3" href="class_quant_lib_1_1_north_america_corp_default_key.html" title="ISDA standard default contractual key for corporate US debt." alt="" coords="5,86,195,117"/></map>
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<p><a href="class_quant_lib_1_1_default_prob_key-members.html">List of all members.</a></p>
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<tr><td colspan="2"><h2><a name="pub-methods"></a>
Public Member Functions</h2></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="af3b96dcf5df37be84fae5fb34afc09d3"></a><!-- doxytag: member="QuantLib::DefaultProbKey::DefaultProbKey" ref="af3b96dcf5df37be84fae5fb34afc09d3" args="(const std::vector< boost::shared_ptr< DefaultType > > &eventTypes, const Currency cur, Seniority sen)" -->
 </td><td class="memItemRight" valign="bottom"><b>DefaultProbKey</b> (const std::vector< boost::shared_ptr< <a class="el" href="class_quant_lib_1_1_default_type.html">DefaultType</a> > > &eventTypes, const <a class="el" href="class_quant_lib_1_1_currency.html">Currency</a> cur, Seniority sen)</td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="abc33baebf744532876f39f22cf971342"></a><!-- doxytag: member="QuantLib::DefaultProbKey::currency" ref="abc33baebf744532876f39f22cf971342" args="() const " -->
const <a class="el" href="class_quant_lib_1_1_currency.html">Currency</a> & </td><td class="memItemRight" valign="bottom"><b>currency</b> () const </td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a5b8c9356cc847f334f6eca69399f9dd9"></a><!-- doxytag: member="QuantLib::DefaultProbKey::seniority" ref="a5b8c9356cc847f334f6eca69399f9dd9" args="() const " -->
Seniority </td><td class="memItemRight" valign="bottom"><b>seniority</b> () const </td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ada1c87ba549de5a9ad051cf3da483370"></a><!-- doxytag: member="QuantLib::DefaultProbKey::eventTypes" ref="ada1c87ba549de5a9ad051cf3da483370" args="() const " -->
const std::vector<br class="typebreak"/>
< boost::shared_ptr<br class="typebreak"/>
< <a class="el" href="class_quant_lib_1_1_default_type.html">DefaultType</a> > > & </td><td class="memItemRight" valign="bottom"><b>eventTypes</b> () const </td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a9d78a687cf2a391198bb3cbc08bc06cb"></a><!-- doxytag: member="QuantLib::DefaultProbKey::size" ref="a9d78a687cf2a391198bb3cbc08bc06cb" args="() const " -->
<a class="el" href="group__types.html#gaf38bdb4c54463b1f456655efa95b5c77">Size</a> </td><td class="memItemRight" valign="bottom"><b>size</b> () const </td></tr>
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Protected Attributes</h2></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a40f11e724bff923d71c396f947c0b2ed"></a><!-- doxytag: member="QuantLib::DefaultProbKey::eventTypes_" ref="a40f11e724bff923d71c396f947c0b2ed" args="" -->
std::vector< boost::shared_ptr<br class="typebreak"/>
< <a class="el" href="class_quant_lib_1_1_default_type.html">DefaultType</a> > > </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_default_prob_key.html#a40f11e724bff923d71c396f947c0b2ed">eventTypes_</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">aggregation of event types for which the contract is sensitive. <br/></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a1ea2266a7b462db8d3a4ce2be61d65ca"></a><!-- doxytag: member="QuantLib::DefaultProbKey::obligationCurrency_" ref="a1ea2266a7b462db8d3a4ce2be61d65ca" args="" -->
<a class="el" href="class_quant_lib_1_1_currency.html">Currency</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_default_prob_key.html#a1ea2266a7b462db8d3a4ce2be61d65ca">obligationCurrency_</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight"><a class="el" href="class_quant_lib_1_1_currency.html" title="Currency specification">Currency</a> of the bond and protection leg payment. <br/></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ae35b512424ab0cb35502f8dd976cb8aa"></a><!-- doxytag: member="QuantLib::DefaultProbKey::seniority_" ref="ae35b512424ab0cb35502f8dd976cb8aa" args="" -->
Seniority </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_default_prob_key.html#ae35b512424ab0cb35502f8dd976cb8aa">seniority_</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Reference bonds seniority. <br/></td></tr>
</table>
<hr/><a name="details" id="details"></a><h2>Detailed Description</h2>
<div class="textblock"><p>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. </p>
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