Failure to Pay atomic event type. More...
#include <ql/experimental/credit/defaulttype.hpp>
Inheritance diagram for FailureToPay:
Collaboration 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) | |
| virtual | ~DefaultType ()=default |
| AtomicDefault::Type | defaultType () const |
| Restructuring::Type | restructuringType () const |
| bool | isRestructuring () const |
| bool | containsDefaultType (AtomicDefault::Type defType) const |
| bool | containsRestructuringType (Restructuring::Type resType) const |
Private Attributes | |
| Period | gracePeriod_ |
| Real | amountRequired_ |
Additional Inherited Members | |
| Protected Attributes inherited from DefaultType | |
| AtomicDefault::Type | defTypes_ |
| Restructuring::Type | restrType_ |
Detailed Description
Failure to Pay atomic event type.
Definition at line 165 of file defaulttype.hpp.
Constructor & Destructor Documentation
◆ FailureToPay()
|
explicit |
Definition at line 170 of file defaulttype.hpp.
Member Function Documentation
◆ amountRequired()
| Real amountRequired | ( | ) | const |
Definition at line 175 of file defaulttype.hpp.
◆ gracePeriod()
| const Period & gracePeriod | ( | ) | const |
Definition at line 176 of file defaulttype.hpp.
Member Data Documentation
◆ gracePeriod_
|
private |
Definition at line 180 of file defaulttype.hpp.
◆ amountRequired_
|
private |
Definition at line 182 of file defaulttype.hpp.