A free/open-source library for quantitative finance
Reference manual - version 1.20
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A free/open-source library for quantitative finance
Reference manual - version 1.20
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This is the complete list of members for DefaultEvent, including all inherited members.
| accept(AcyclicVisitor &) (defined in DefaultEvent) | DefaultEvent | virtual |
| bondsCurrency_ (defined in DefaultEvent) | DefaultEvent | protected |
| bondsSeniority_ (defined in DefaultEvent) | DefaultEvent | protected |
| currency() const | DefaultEvent | |
| date() const | DefaultEvent | virtual |
| defaultDate_ (defined in DefaultEvent) | DefaultEvent | protected |
| DefaultEvent(const Date &creditEventDate, const DefaultType &atomicEvType, const Currency &curr, Seniority bondsSen, const Date &settleDate=Null< Date >(), const std::map< Seniority, Real > &recoveryRates=rate_map()) | DefaultEvent | |
| DefaultEvent(const Date &creditEventDate, const DefaultType &atomicEvType, const Currency &curr, Seniority bondsSen, const Date &settleDate=Null< Date >(), Real recoveryRate=0.4) | DefaultEvent | |
| defaultType() const (defined in DefaultEvent) | DefaultEvent | |
| defSettlement_ (defined in DefaultEvent) | DefaultEvent | protected |
| eventSeniority() const | DefaultEvent | |
| eventType_ (defined in DefaultEvent) | DefaultEvent | protected |
| hasOccurred(const Date &refDate=Date(), boost::optional< bool > includeRefDate=boost::none) const | Event | virtual |
| hasSettled() const (defined in DefaultEvent) | DefaultEvent | |
| isDefault() const (defined in DefaultEvent) | DefaultEvent | |
| isRestructuring() const (defined in DefaultEvent) | DefaultEvent | |
| matchesDefaultKey(const DefaultProbKey &contractKey) const | DefaultEvent | virtual |
| matchesEventType(const ext::shared_ptr< DefaultType > &contractEvType) const | DefaultEvent | virtual |
| notifyObservers() | Observable | |
| Observable() (defined in Observable) | Observable | |
| Observable(const Observable &) (defined in Observable) | Observable | |
| operator=(const Observable &) | Observable | |
| recoveryRate(Seniority seniority) const | DefaultEvent | virtual |
| settlement() const (defined in DefaultEvent) | DefaultEvent | |
| ~Event() (defined in Event) | Event | virtual |
| ~Observable() (defined in Observable) | Observable | virtual |