QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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Failure to Pay atomic event type. More...
#include <defaulttype.hpp>
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_ |
Failure to Pay atomic event type.
Definition at line 165 of file defaulttype.hpp.
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explicit |
Definition at line 170 of file defaulttype.hpp.
Real amountRequired | ( | ) | const |
Definition at line 175 of file defaulttype.hpp.
const Period & gracePeriod | ( | ) | const |
Definition at line 176 of file defaulttype.hpp.
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private |
Definition at line 180 of file defaulttype.hpp.
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private |
Definition at line 182 of file defaulttype.hpp.