QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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Public Member Functions | Private Attributes | List of all members
FailureToPay Class Reference

Failure to Pay atomic event type. More...

#include <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 PeriodgracePeriod () 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()

FailureToPay ( const Period grace,
Real  amount = 1.e+6 
)
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_

Period gracePeriod_
private

Definition at line 180 of file defaulttype.hpp.

◆ amountRequired_

Real amountRequired_
private

Definition at line 182 of file defaulttype.hpp.