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Sourcecode: quantlib version File versions  Download package

QuantLib::FailureToPay Class Reference

#include <defaulttype.hpp>

Inheritance diagram for QuantLib::FailureToPay:

QuantLib::DefaultType

List of all members.


Detailed Description

Failure to Pay atomic event type.

Definition at line 165 of file defaulttype.hpp.


Public Member Functions

Real amountRequired () const
bool containsDefaultType (AtomicDefault::Type defType) const
bool containsRestructuringType (Restructuring::Type resType) const
AtomicDefault::Type defaultType () const
 FailureToPay (const Period &grace, Real amount=1.e+6)
const PeriodgracePeriod () const
bool isRestructuring () const
Restructuring::Type restructuringType () const

Protected Attributes

AtomicDefault::Type defTypes_
Restructuring::Type restrType_

Private Attributes

Real amountRequired_
Period gracePeriod_

The documentation for this class was generated from the following file:

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