FailureToPayEvent Class Reference

#include <defaultevent.hpp>

Inheritance diagram for FailureToPayEvent:

Collaboration diagram for FailureToPayEvent:

Public Member Functions
	FailureToPayEvent (const Date &creditEventDate, const Currency &curr, Seniority bondsSen, Real defaultedAmount, const Date &settleDate, const std::map< Seniority, Real > &recoveryRates)
	FailureToPayEvent (const Date &creditEventDate, const Currency &curr, Seniority bondsSen, Real defaultedAmount, const Date &settleDate, Real recoveryRates)
Real	amountDefaulted () const
bool	matchesEventType (const ext::shared_ptr< DefaultType > &contractEvType) const override
Public Member Functions inherited from DefaultEvent
	DefaultEvent (const Date &creditEventDate, const DefaultType &atomicEvType, Currency curr, Seniority bondsSen, const Date &settleDate=Null< Date >(), const std::map< Seniority, Real > &recoveryRates=rate_map())
	DefaultEvent (const Date &creditEventDate, const DefaultType &atomicEvType, Currency curr, Seniority bondsSen, const Date &settleDate, Real recoveryRate)
Date	date () const override
	returns the date at which the event occurs More...
bool	isRestructuring () const
bool	isDefault () const
bool	hasSettled () const
const DefaultSettlement &	settlement () const
const DefaultType &	defaultType () const
const Currency &	currency () const
	returns the currency of the bond this event refers to. More...
Seniority	eventSeniority () const
	returns the seniority of the bond that triggered the event. More...
virtual Real	recoveryRate (Seniority seniority) const
virtual bool	matchesEventType (const ext::shared_ptr< DefaultType > &contractEvType) const
virtual bool	matchesDefaultKey (const DefaultProbKey &contractKey) const
void	accept (AcyclicVisitor &) override
Public Member Functions inherited from Event
	~Event () override=default
virtual bool	hasOccurred (const Date &refDate=Date(), ext::optional< bool > includeRefDate=ext::nullopt) const
	returns true if an event has already occurred before a date More...
Public Member Functions inherited from Observable
	Observable ()
	Observable (const Observable &)
Observable &	operator= (const Observable &)
	Observable (Observable &&)=delete
Observable &	operator= (Observable &&)=delete
virtual	~Observable ()=default
void	notifyObservers ()

Private Attributes
Real	defaultedAmount_

Additional Inherited Members
Protected Attributes inherited from DefaultEvent
Currency	bondsCurrency_
Date	defaultDate_
DefaultType	eventType_
Seniority	bondsSeniority_
DefaultSettlement	defSettlement_

Detailed Description

Definition at line 199 of file defaultevent.hpp.

Constructor & Destructor Documentation

FailureToPayEvent() [1/2]

FailureToPayEvent	(	const Date &	creditEventDate,
		const Currency &	curr,
		Seniority	bondsSen,
		Real	defaultedAmount,
		const Date &	settleDate,
		const std::map< Seniority, Real > &	recoveryRates
	)

Definition at line 161 of file defaultevent.cpp.

FailureToPayEvent() [2/2]

FailureToPayEvent	(	const Date &	creditEventDate,
		const Currency &	curr,
		Seniority	bondsSen,
		Real	defaultedAmount,
		const Date &	settleDate,
		Real	recoveryRates
	)

Definition at line 178 of file defaultevent.cpp.

Member Function Documentation

amountDefaulted()

Real amountDefaulted

(

)

const

Definition at line 215 of file defaultevent.hpp.

matchesEventType()

bool matchesEventType ( const ext::shared_ptr< DefaultType > &  contractEvType ) const

overridevirtual

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

Reimplemented from DefaultEvent.

Definition at line 148 of file defaultevent.cpp.

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Member Data Documentation

defaultedAmount_

Real defaultedAmount_

private

Definition at line 219 of file defaultevent.hpp.