QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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This is the complete list of members for FailureToPayEvent, including all inherited members.
accept(AcyclicVisitor &) override | DefaultEvent | virtual |
amountDefaulted() const | FailureToPayEvent | |
bondsCurrency_ | DefaultEvent | protected |
bondsSeniority_ | DefaultEvent | protected |
currency() const | DefaultEvent | |
date() const override | DefaultEvent | virtual |
defaultDate_ | DefaultEvent | protected |
defaultedAmount_ | FailureToPayEvent | private |
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() const | DefaultEvent | |
defSettlement_ | DefaultEvent | protected |
eventSeniority() const | DefaultEvent | |
eventType_ | DefaultEvent | protected |
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) const | Event | virtual |
hasSettled() const | DefaultEvent | |
isDefault() const | DefaultEvent | |
isRestructuring() const | DefaultEvent | |
iterator typedef | Observable | private |
matchesDefaultKey(const DefaultProbKey &contractKey) const | DefaultEvent | virtual |
matchesEventType(const ext::shared_ptr< DefaultType > &contractEvType) const override | FailureToPayEvent | virtual |
notifyObservers() | Observable | |
Observable() | Observable | |
Observable(const Observable &) | Observable | |
Observable(Observable &&)=delete | Observable | |
observers_ | Observable | private |
operator=(const Observable &) | Observable | |
operator=(Observable &&)=delete | Observable | |
rate_map typedef | DefaultEvent | private |
recoveryRate(Seniority seniority) const | DefaultEvent | virtual |
registerObserver(Observer *) | Observable | private |
set_type typedef | Observable | private |
settlement() const | DefaultEvent | |
unregisterObserver(Observer *) | Observable | private |
~Event() override=default | Event | |
~Observable()=default | Observable | virtual |