1 | /* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */ |
2 | |
3 | /* |
4 | Copyright (C) 2008, 2009 StatPro Italia srl |
5 | |
6 | This file is part of QuantLib, a free-software/open-source library |
7 | for financial quantitative analysts and developers - http://quantlib.org/ |
8 | |
9 | QuantLib is free software: you can redistribute it and/or modify it |
10 | under the terms of the QuantLib license. You should have received a |
11 | copy of the license along with this program; if not, please email |
12 | <quantlib-dev@lists.sf.net>. The license is also available online at |
13 | <http://quantlib.org/license.shtml>. |
14 | |
15 | This program is distributed in the hope that it will be useful, but WITHOUT |
16 | ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS |
17 | FOR A PARTICULAR PURPOSE. See the license for more details. |
18 | */ |
19 | |
20 | /*! \file default.hpp |
21 | \brief Classes for default-event handling. |
22 | */ |
23 | |
24 | #ifndef quantlib_default_hpp |
25 | #define quantlib_default_hpp |
26 | |
27 | #include <ql/qldefines.hpp> |
28 | |
29 | namespace QuantLib { |
30 | |
31 | //! information on a default-protection contract |
32 | struct Protection { |
33 | enum Side { Buyer, Seller }; |
34 | }; |
35 | |
36 | } |
37 | |
38 | #endif |
39 | |