QuantLib: a free/open-source library for quantitative finance
Fully annotated sources - version 1.32
Loading...
Searching...
No Matches
Public Member Functions | Public Attributes | List of all members
simEvent< RandomDefaultLM< copulaPolicy, USNG > > Struct Template Reference

#include <ql/experimental/credit/randomdefaultlatentmodel.hpp>

+ Collaboration diagram for simEvent< RandomDefaultLM< copulaPolicy, USNG > >:

Public Member Functions

 simEvent (unsigned int n, unsigned int d)
 
bool operator< (const simEvent &evt) const
 

Public Attributes

unsigned int nameIdx: 16
 
unsigned int dayFromRef: 16
 

Detailed Description

template<class copulaPolicy, class USNG>
struct QuantLib::simEvent< RandomDefaultLM< copulaPolicy, USNG > >

Definition at line 792 of file randomdefaultlatentmodel.hpp.

Constructor & Destructor Documentation

◆ simEvent()

simEvent ( unsigned int  n,
unsigned int  d 
)

Definition at line 793 of file randomdefaultlatentmodel.hpp.

Member Function Documentation

◆ operator<()

bool operator< ( const simEvent< RandomDefaultLM< copulaPolicy, USNG > > &  evt) const

Definition at line 797 of file randomdefaultlatentmodel.hpp.

Member Data Documentation

◆ nameIdx

unsigned int nameIdx

Definition at line 795 of file randomdefaultlatentmodel.hpp.

◆ dayFromRef

unsigned int dayFromRef

Definition at line 796 of file randomdefaultlatentmodel.hpp.