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

#include <defaultevent.hpp>

+ Inheritance diagram for BankruptcyEvent:
+ Collaboration diagram for BankruptcyEvent:

Public Member Functions

 BankruptcyEvent (const Date &creditEventDate, const Currency &curr, Seniority bondsSen, const Date &settleDate, const std::map< Seniority, Real > &recoveryRates)
 
 BankruptcyEvent (const Date &creditEventDate, const Currency &curr, Seniority bondsSen, const Date &settleDate, Real recoveryRates)
 
bool matchesEventType (const ext::shared_ptr< DefaultType > &) const override
 This is a stronger than all event and will trigger all of them. More...
 
- Public Member Functions inherited from DefaultEvent
 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 (const Date &creditEventDate, const DefaultType &atomicEvType, Currency curr, Seniority bondsSen, const Date &settleDate, Real recoveryRate)
 
Date date () const override
 returns the date at which the event occurs More...
 
bool isRestructuring () const
 
bool isDefault () const
 
bool hasSettled () const
 
const DefaultSettlementsettlement () const
 
const DefaultTypedefaultType () const
 
const Currencycurrency () const
 returns the currency of the bond this event refers to. More...
 
Seniority eventSeniority () const
 returns the seniority of the bond that triggered the event. More...
 
virtual Real recoveryRate (Seniority seniority) const
 
virtual bool matchesEventType (const ext::shared_ptr< DefaultType > &contractEvType) const
 
virtual bool matchesDefaultKey (const DefaultProbKey &contractKey) const
 
void accept (AcyclicVisitor &) override
 
- Public Member Functions inherited from Event
 ~Event () override=default
 
virtual bool hasOccurred (const Date &refDate=Date(), ext::optional< bool > includeRefDate=ext::nullopt) const
 returns true if an event has already occurred before a date More...
 
- Public Member Functions inherited from Observable
 Observable ()
 
 Observable (const Observable &)
 
Observableoperator= (const Observable &)
 
 Observable (Observable &&)=delete
 
Observableoperator= (Observable &&)=delete
 
virtual ~Observable ()=default
 
void notifyObservers ()
 

Additional Inherited Members

- Protected Attributes inherited from DefaultEvent
Currency bondsCurrency_
 
Date defaultDate_
 
DefaultType eventType_
 
Seniority bondsSeniority_
 
DefaultSettlement defSettlement_
 

Detailed Description

Definition at line 225 of file defaultevent.hpp.

Constructor & Destructor Documentation

◆ BankruptcyEvent() [1/2]

BankruptcyEvent ( const Date creditEventDate,
const Currency curr,
Seniority  bondsSen,
const Date settleDate,
const std::map< Seniority, Real > &  recoveryRates 
)

Definition at line 196 of file defaultevent.cpp.

+ Here is the call graph for this function:

◆ BankruptcyEvent() [2/2]

BankruptcyEvent ( const Date creditEventDate,
const Currency curr,
Seniority  bondsSen,
const Date settleDate,
Real  recoveryRates 
)

Definition at line 216 of file defaultevent.cpp.

Member Function Documentation

◆ matchesEventType()

bool matchesEventType ( const ext::shared_ptr< DefaultType > &  ) const
overridevirtual

This is a stronger than all event and will trigger all of them.

Reimplemented from DefaultEvent.

Definition at line 241 of file defaultevent.hpp.