| 1 | /* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */ |
|---|---|
| 2 | |
| 3 | /* |
| 4 | Copyright (C) 2009 StatPro Italia srl |
| 5 | Copyright (C) 2009 Jose Aparicio |
| 6 | |
| 7 | This file is part of QuantLib, a free-software/open-source library |
| 8 | for financial quantitative analysts and developers - http://quantlib.org/ |
| 9 | |
| 10 | QuantLib is free software: you can redistribute it and/or modify it |
| 11 | under the terms of the QuantLib license. You should have received a |
| 12 | copy of the license along with this program; if not, please email |
| 13 | <quantlib-dev@lists.sf.net>. The license is also available online at |
| 14 | <http://quantlib.org/license.shtml>. |
| 15 | |
| 16 | This program is distributed in the hope that it will be useful, but WITHOUT |
| 17 | ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS |
| 18 | FOR A PARTICULAR PURPOSE. See the license for more details. |
| 19 | */ |
| 20 | |
| 21 | #include <ql/experimental/credit/defaulttype.hpp> |
| 22 | #include <ql/errors.hpp> |
| 23 | |
| 24 | namespace QuantLib { |
| 25 | |
| 26 | DefaultType::DefaultType(AtomicDefault::Type defType, |
| 27 | Restructuring::Type restType) |
| 28 | : defTypes_(defType), restrType_(restType) { |
| 29 | // checks restruct and norestruct are never together. |
| 30 | QL_REQUIRE((defType == AtomicDefault::Restructuring) != // xor |
| 31 | (restrType_ == Restructuring::NoRestructuring), |
| 32 | "Incoherent credit event type definition."); |
| 33 | } |
| 34 | |
| 35 | bool operator==(const DefaultType& lhs, const DefaultType& rhs) { |
| 36 | return (lhs.defaultType() == rhs.defaultType()) && |
| 37 | (lhs.restructuringType() == rhs.restructuringType()); |
| 38 | } |
| 39 | |
| 40 | } |
| 41 | |
| 42 |