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<li class="navelem"><a class="el" href="namespace_quant_lib.html">QuantLib</a></li><li class="navelem"><a class="el" href="class_quant_lib_1_1_default_prob_key.html">DefaultProbKey</a></li> </ul>
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<div class="title">DefaultProbKey Class Reference</div> </div>
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<p><code>#include <ql/experimental/credit/defaultprobabilitykey.hpp></code></p>
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<img id="dynsection-0-trigger" src="closed.png" alt="+"/> Inheritance diagram for DefaultProbKey:</div>
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Public Member Functions</h2></td></tr>
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 </td><td class="memItemRight" valign="bottom"><b>DefaultProbKey</b> (const std::vector< ext::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, <a class="el" href="namespace_quant_lib.html#a67b45b4a8252bded773b222c6f9428dc">Seniority</a> sen)</td></tr>
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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>
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<a class="el" href="namespace_quant_lib.html#a67b45b4a8252bded773b222c6f9428dc">Seniority</a> </td><td class="memItemRight" valign="bottom"><b>seniority</b> () const</td></tr>
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const std::vector< ext::shared_ptr< <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>
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<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>
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std::vector< ext::shared_ptr< <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#aae0f2ba5b626ea5b651fd2bc369623d3">eventTypes_</a></td></tr>
<tr class="memdesc:aae0f2ba5b626ea5b651fd2bc369623d3"><td class="mdescLeft"> </td><td class="mdescRight">aggregation of event types for which the contract is sensitive. <br /></td></tr>
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<tr class="memitem:a1ea2266a7b462db8d3a4ce2be61d65ca"><td class="memItemLeft" align="right" valign="top"><a id="a1ea2266a7b462db8d3a4ce2be61d65ca"></a>
<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 class="memdesc:a1ea2266a7b462db8d3a4ce2be61d65ca"><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>
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<tr class="memitem:ae35b512424ab0cb35502f8dd976cb8aa"><td class="memItemLeft" align="right" valign="top"><a id="ae35b512424ab0cb35502f8dd976cb8aa"></a>
<a class="el" href="namespace_quant_lib.html#a67b45b4a8252bded773b222c6f9428dc">Seniority</a> </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 class="memdesc:ae35b512424ab0cb35502f8dd976cb8aa"><td class="mdescLeft"> </td><td class="mdescRight">Reference bonds seniority. <br /></td></tr>
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<a name="details" id="details"></a><h2 class="groupheader">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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