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
|
Failure to Pay atomic event type. More...
#include <ql/experimental/credit/defaulttype.hpp>
Inheritance diagram for FailureToPay:Public Member Functions | |
| FailureToPay (const Period &grace, Real amount=1.e+6) | |
| Real | amountRequired () const |
| const Period & | gracePeriod () const |
| Public Member Functions inherited from DefaultType | |
| DefaultType (AtomicDefault::Type defType=AtomicDefault::Bankruptcy, Restructuring::Type restType=Restructuring::XR) | |
| AtomicDefault::Type | defaultType () const |
| Restructuring::Type | restructuringType () const |
| bool | isRestructuring () const |
| bool | containsDefaultType (AtomicDefault::Type defType) const |
| bool | containsRestructuringType (Restructuring::Type resType) const |
Additional Inherited Members | |
| Protected Attributes inherited from DefaultType | |
| AtomicDefault::Type | defTypes_ |
| Restructuring::Type | restrType_ |
Failure to Pay atomic event type.
