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<li class="navelem"><a class="el" href="class_quant_lib_1_1_default_event.html">DefaultEvent</a> </li>
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<!-- doxytag: class="QuantLib::DefaultEvent" --><!-- doxytag: inherits="QuantLib::Event" -->
<p>Credit event on a bond of a certain seniority(ies)/currency.
<a href="class_quant_lib_1_1_default_event.html#details">More...</a></p>
<p><code>#include <ql/experimental/credit/defaultevent.hpp></code></p>
<div class="dynheader">
Inheritance diagram for DefaultEvent:</div>
<div class="dyncontent">
<div class="center"><img src="class_quant_lib_1_1_default_event__inherit__graph.png" border="0" usemap="#_default_event_inherit__map" alt="Inheritance graph"/></div>
<map name="_default_event_inherit__map" id="_default_event_inherit__map">
<area shape="rect" id="node2" href="class_quant_lib_1_1_event.html" title="Base class for event." alt="" coords="27,6,80,37"/></map>
<center><span class="legend">[<a href="graph_legend.html">legend</a>]</span></center></div>
<p><a href="class_quant_lib_1_1_default_event-members.html">List of all members.</a></p>
<table class="memberdecls">
<tr><td colspan="2"><h2><a name="pub-methods"></a>
Public Member Functions</h2></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"> </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_default_event.html#a538254ee240ed75fde17e25d55c65c1c">DefaultEvent</a> (const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> &creditEventDate, const <a class="el" href="class_quant_lib_1_1_default_type.html">DefaultType</a> &atomicEvType, const <a class="el" href="class_quant_lib_1_1_currency.html">Currency</a> &curr, Seniority bondsSen, const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> &settleDate=Null< <a class="el" href="class_quant_lib_1_1_date.html">Date</a> >(), const std::map< Seniority, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> > &recoveryRates=rate_map())</td></tr>
<tr><td class="memItemLeft" align="right" valign="top"> </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_default_event.html#ac4affece3915597c9325f07e8f292be7">DefaultEvent</a> (const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> &creditEventDate, const <a class="el" href="class_quant_lib_1_1_default_type.html">DefaultType</a> &atomicEvType, const <a class="el" href="class_quant_lib_1_1_currency.html">Currency</a> &curr, Seniority bondsSen, const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> &settleDate=Null< <a class="el" href="class_quant_lib_1_1_date.html">Date</a> >(), <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> <a class="el" href="class_quant_lib_1_1_default_event.html#a3e74393b4a53bec2a028d1c24600951c">recoveryRate</a>=0.4)</td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a10f7d7687d98bfb4979aaa4c86c86a54"></a><!-- doxytag: member="QuantLib::DefaultEvent::date" ref="a10f7d7687d98bfb4979aaa4c86c86a54" args="() const " -->
<a class="el" href="class_quant_lib_1_1_date.html">Date</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_default_event.html#a10f7d7687d98bfb4979aaa4c86c86a54">date</a> () const </td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">returns the date at which the event occurs <br/></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a6fef86acecb34c639bdbe8b1cb52a18c"></a><!-- doxytag: member="QuantLib::DefaultEvent::isRestructuring" ref="a6fef86acecb34c639bdbe8b1cb52a18c" args="() const " -->
bool </td><td class="memItemRight" valign="bottom"><b>isRestructuring</b> () const </td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a3c0ebe326f24d183b76e69b2db54f04f"></a><!-- doxytag: member="QuantLib::DefaultEvent::isDefault" ref="a3c0ebe326f24d183b76e69b2db54f04f" args="() const " -->
bool </td><td class="memItemRight" valign="bottom"><b>isDefault</b> () const </td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a6396845b5459f6de8ef0296651a62294"></a><!-- doxytag: member="QuantLib::DefaultEvent::hasSettled" ref="a6396845b5459f6de8ef0296651a62294" args="() const " -->
bool </td><td class="memItemRight" valign="bottom"><b>hasSettled</b> () const </td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a49d7fb04fe9b96881799ff9cb0958691"></a><!-- doxytag: member="QuantLib::DefaultEvent::settlement" ref="a49d7fb04fe9b96881799ff9cb0958691" args="() const " -->
const DefaultSettlement & </td><td class="memItemRight" valign="bottom"><b>settlement</b> () const </td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a2c28bc2ecab4fcb305aecac24e805fcb"></a><!-- doxytag: member="QuantLib::DefaultEvent::defaultType" ref="a2c28bc2ecab4fcb305aecac24e805fcb" args="() const " -->
const <a class="el" href="class_quant_lib_1_1_default_type.html">DefaultType</a> & </td><td class="memItemRight" valign="bottom"><b>defaultType</b> () const </td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="abc33baebf744532876f39f22cf971342"></a><!-- doxytag: member="QuantLib::DefaultEvent::currency" ref="abc33baebf744532876f39f22cf971342" args="() const " -->
const <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_event.html#abc33baebf744532876f39f22cf971342">currency</a> () const </td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">returns the currency of the bond this event refers to. <br/></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a147fb3038f22fa7a4712735336e744e1"></a><!-- doxytag: member="QuantLib::DefaultEvent::eventSeniority" ref="a147fb3038f22fa7a4712735336e744e1" args="() const " -->
Seniority </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_default_event.html#a147fb3038f22fa7a4712735336e744e1">eventSeniority</a> () const </td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">returns the seniority of the bond that triggered the event. <br/></td></tr>
<tr><td class="memItemLeft" align="right" valign="top">virtual <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_default_event.html#a3e74393b4a53bec2a028d1c24600951c">recoveryRate</a> (Seniority seniority) const </td></tr>
<tr><td class="memItemLeft" align="right" valign="top">virtual bool </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_default_event.html#a74080ac3a33888b3ba71cf8c96332d4a">matchesEventType</a> (const boost::shared_ptr< <a class="el" href="class_quant_lib_1_1_default_type.html">DefaultType</a> > &contractEvType) const </td></tr>
<tr><td class="memItemLeft" align="right" valign="top">virtual bool </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_default_event.html#aeca84afdcb5d299984f01c26e3fa5204">matchesDefaultKey</a> (const <a class="el" href="class_quant_lib_1_1_default_prob_key.html">DefaultProbKey</a> &contractKey) const </td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a1d7eaf2f5dccce1c7781b54d64ba4a07"></a><!-- doxytag: member="QuantLib::DefaultEvent::accept" ref="a1d7eaf2f5dccce1c7781b54d64ba4a07" args="(AcyclicVisitor &)" -->
void </td><td class="memItemRight" valign="bottom"><b>accept</b> (<a class="el" href="class_quant_lib_1_1_acyclic_visitor.html">AcyclicVisitor</a> &)</td></tr>
<tr><td colspan="2"><h2><a name="pro-attribs"></a>
Protected Attributes</h2></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a7bb7bd92e75d008d41de306244dc95e8"></a><!-- doxytag: member="QuantLib::DefaultEvent::bondsCurrency_" ref="a7bb7bd92e75d008d41de306244dc95e8" args="" -->
<a class="el" href="class_quant_lib_1_1_currency.html">Currency</a> </td><td class="memItemRight" valign="bottom"><b>bondsCurrency_</b></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="aa954a0df9ac3ac39f901846adb2e5008"></a><!-- doxytag: member="QuantLib::DefaultEvent::defaultDate_" ref="aa954a0df9ac3ac39f901846adb2e5008" args="" -->
<a class="el" href="class_quant_lib_1_1_date.html">Date</a> </td><td class="memItemRight" valign="bottom"><b>defaultDate_</b></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ab02b704ba6dc61336d51ea7ab6a60294"></a><!-- doxytag: member="QuantLib::DefaultEvent::eventType_" ref="ab02b704ba6dc61336d51ea7ab6a60294" args="" -->
<a class="el" href="class_quant_lib_1_1_default_type.html">DefaultType</a> </td><td class="memItemRight" valign="bottom"><b>eventType_</b></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ac400880b1ee8aecb1291976b98926d54"></a><!-- doxytag: member="QuantLib::DefaultEvent::bondsSeniority_" ref="ac400880b1ee8aecb1291976b98926d54" args="" -->
Seniority </td><td class="memItemRight" valign="bottom"><b>bondsSeniority_</b></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ae721f445de757ccf6725e8a06a3495d9"></a><!-- doxytag: member="QuantLib::DefaultEvent::defSettlement_" ref="ae721f445de757ccf6725e8a06a3495d9" args="" -->
DefaultSettlement </td><td class="memItemRight" valign="bottom"><b>defSettlement_</b></td></tr>
</table>
<hr/><a name="details" id="details"></a><h2>Detailed Description</h2>
<div class="textblock"><p>Credit event on a bond of a certain seniority(ies)/currency. </p>
<p>Represents a credit event affecting all bonds with a given \ seniority and currency. It assumes that all such bonds suffer \ the event simultaneously. Some events affect all seniorities and this has to be encoded through a different set of events of the same event type. The event is an actual realization, not a contractual reference, as such it contains only an atomic type. </p>
</div><hr/><h2>Constructor & Destructor Documentation</h2>
<a class="anchor" id="a538254ee240ed75fde17e25d55c65c1c"></a><!-- doxytag: member="QuantLib::DefaultEvent::DefaultEvent" ref="a538254ee240ed75fde17e25d55c65c1c" args="(const Date &creditEventDate, const DefaultType &atomicEvType, const Currency &curr, Seniority bondsSen, const Date &settleDate=Null< Date >(), const std::map< Seniority, Real > &recoveryRates=rate_map())" -->
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<td class="memname"><a class="el" href="class_quant_lib_1_1_default_event.html">DefaultEvent</a> </td>
<td>(</td>
<td class="paramtype">const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> & </td>
<td class="paramname"><em>creditEventDate</em>, </td>
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<td class="paramkey"></td>
<td></td>
<td class="paramtype">const <a class="el" href="class_quant_lib_1_1_default_type.html">DefaultType</a> & </td>
<td class="paramname"><em>atomicEvType</em>, </td>
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<td class="paramkey"></td>
<td></td>
<td class="paramtype">const <a class="el" href="class_quant_lib_1_1_currency.html">Currency</a> & </td>
<td class="paramname"><em>curr</em>, </td>
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<td class="paramkey"></td>
<td></td>
<td class="paramtype">Seniority </td>
<td class="paramname"><em>bondsSen</em>, </td>
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<td class="paramkey"></td>
<td></td>
<td class="paramtype">const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> & </td>
<td class="paramname"><em>settleDate</em> = <code>Null< <a class="el" href="class_quant_lib_1_1_date.html">Date</a> >()</code>, </td>
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<td class="paramkey"></td>
<td></td>
<td class="paramtype">const std::map< Seniority, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> > & </td>
<td class="paramname"><em>recoveryRates</em> = <code>rate_map()</code> </td>
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<tr>
<td></td>
<td>)</td>
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<p>Credit event with optional settlement information. Represents a credit event that has taken place. Realized events are of an atomic type. If the settlement information is given seniorities present are the seniorities/bonds affected by the event. </p>
</div>
</div>
<a class="anchor" id="ac4affece3915597c9325f07e8f292be7"></a><!-- doxytag: member="QuantLib::DefaultEvent::DefaultEvent" ref="ac4affece3915597c9325f07e8f292be7" args="(const Date &creditEventDate, const DefaultType &atomicEvType, const Currency &curr, Seniority bondsSen, const Date &settleDate=Null< Date >(), Real recoveryRate=0.4)" -->
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<td class="memname"><a class="el" href="class_quant_lib_1_1_default_event.html">DefaultEvent</a> </td>
<td>(</td>
<td class="paramtype">const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> & </td>
<td class="paramname"><em>creditEventDate</em>, </td>
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<td class="paramkey"></td>
<td></td>
<td class="paramtype">const <a class="el" href="class_quant_lib_1_1_default_type.html">DefaultType</a> & </td>
<td class="paramname"><em>atomicEvType</em>, </td>
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<td class="paramkey"></td>
<td></td>
<td class="paramtype">const <a class="el" href="class_quant_lib_1_1_currency.html">Currency</a> & </td>
<td class="paramname"><em>curr</em>, </td>
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<td class="paramkey"></td>
<td></td>
<td class="paramtype">Seniority </td>
<td class="paramname"><em>bondsSen</em>, </td>
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<td class="paramkey"></td>
<td></td>
<td class="paramtype">const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> & </td>
<td class="paramname"><em>settleDate</em> = <code>Null< <a class="el" href="class_quant_lib_1_1_date.html">Date</a> >()</code>, </td>
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<td class="paramkey"></td>
<td></td>
<td class="paramtype"><a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td>
<td class="paramname"><em>recoveryRate</em> = <code>0.4</code> </td>
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<td>)</td>
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<p>Use NoSeniority to settle to all seniorities with that recovery. In that case the event is assumed to have affected all seniorities. </p>
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<hr/><h2>Member Function Documentation</h2>
<a class="anchor" id="a3e74393b4a53bec2a028d1c24600951c"></a><!-- doxytag: member="QuantLib::DefaultEvent::recoveryRate" ref="a3e74393b4a53bec2a028d1c24600951c" args="(Seniority seniority) const " -->
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<td class="memname">virtual <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> <a class="el" href="class_quant_lib_1_1_default_event.html#a3e74393b4a53bec2a028d1c24600951c">recoveryRate</a> </td>
<td>(</td>
<td class="paramtype">Seniority </td>
<td class="paramname"><em>seniority</em></td><td>)</td>
<td> const<code> [virtual]</code></td>
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<p>returns a value if the event lead to a settlement for the requested seniority. Specializations on the default atomics and recoveries could change the default policy. </p>
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<a class="anchor" id="a74080ac3a33888b3ba71cf8c96332d4a"></a><!-- doxytag: member="QuantLib::DefaultEvent::matchesEventType" ref="a74080ac3a33888b3ba71cf8c96332d4a" args="(const boost::shared_ptr< DefaultType > &contractEvType) const " -->
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<td class="memname">virtual bool <a class="el" href="class_quant_lib_1_1_default_event.html#a74080ac3a33888b3ba71cf8c96332d4a">matchesEventType</a> </td>
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<td class="paramtype">const boost::shared_ptr< <a class="el" href="class_quant_lib_1_1_default_type.html">DefaultType</a> > & </td>
<td class="paramname"><em>contractEvType</em></td><td>)</td>
<td> const<code> [virtual]</code></td>
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<p>matches the event if this event would trigger a contract related to the requested event type. Notice the contractual event types are not neccesarily atomic. Notice it does not check seniority or currency only event type. typically used from Issuer </p>
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<a class="anchor" id="aeca84afdcb5d299984f01c26e3fa5204"></a><!-- doxytag: member="QuantLib::DefaultEvent::matchesDefaultKey" ref="aeca84afdcb5d299984f01c26e3fa5204" args="(const DefaultProbKey &contractKey) const " -->
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<td class="memname">virtual bool <a class="el" href="class_quant_lib_1_1_default_event.html#aeca84afdcb5d299984f01c26e3fa5204">matchesDefaultKey</a> </td>
<td>(</td>
<td class="paramtype">const <a class="el" href="class_quant_lib_1_1_default_prob_key.html">DefaultProbKey</a> & </td>
<td class="paramname"><em>contractKey</em></td><td>)</td>
<td> const<code> [virtual]</code></td>
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<p>Returns true if this event would trigger a contract with the arguments characteristics. </p>
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