QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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FailureToPayEvent Member List

This is the complete list of members for FailureToPayEvent, including all inherited members.

accept(AcyclicVisitor &) overrideDefaultEventvirtual
amountDefaulted() constFailureToPayEvent
bondsCurrency_DefaultEventprotected
bondsSeniority_DefaultEventprotected
currency() constDefaultEvent
date() const overrideDefaultEventvirtual
defaultDate_DefaultEventprotected
defaultedAmount_FailureToPayEventprivate
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
DefaultEvent(const Date &creditEventDate, const DefaultType &atomicEvType, Currency curr, Seniority bondsSen, const Date &settleDate, Real recoveryRate)DefaultEvent
defaultType() constDefaultEvent
defSettlement_DefaultEventprotected
eventSeniority() constDefaultEvent
eventType_DefaultEventprotected
FailureToPayEvent(const Date &creditEventDate, const Currency &curr, Seniority bondsSen, Real defaultedAmount, const Date &settleDate, const std::map< Seniority, Real > &recoveryRates)FailureToPayEvent
FailureToPayEvent(const Date &creditEventDate, const Currency &curr, Seniority bondsSen, Real defaultedAmount, const Date &settleDate, Real recoveryRates)FailureToPayEvent
hasOccurred(const Date &refDate=Date(), ext::optional< bool > includeRefDate=ext::nullopt) constEventvirtual
hasSettled() constDefaultEvent
isDefault() constDefaultEvent
isRestructuring() constDefaultEvent
iterator typedefObservableprivate
matchesDefaultKey(const DefaultProbKey &contractKey) constDefaultEventvirtual
matchesEventType(const ext::shared_ptr< DefaultType > &contractEvType) const overrideFailureToPayEventvirtual
notifyObservers()Observable
Observable()Observable
Observable(const Observable &)Observable
Observable(Observable &&)=deleteObservable
observers_Observableprivate
operator=(const Observable &)Observable
operator=(Observable &&)=deleteObservable
rate_map typedefDefaultEventprivate
recoveryRate(Seniority seniority) constDefaultEventvirtual
registerObserver(Observer *)Observableprivate
set_type typedefObservableprivate
settlement() constDefaultEvent
unregisterObserver(Observer *)Observableprivate
~Event() override=defaultEvent
~Observable()=defaultObservablevirtual