#include <ql/experimental/credit/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=Null< Date >(), Real recoveryRate=0.4) | |
| Date | date () const override |
| returns the date at which the event occurs More... | |
| bool | isRestructuring () const |
| bool | isDefault () const |
| bool | hasSettled () const |
| const DefaultSettlement & | settlement () const |
| const DefaultType & | defaultType () const |
| const Currency & | currency () 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 &) | |
| Observable & | operator= (const Observable &) |
| Observable (Observable &&)=delete | |
| Observable & | operator= (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() [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()
|
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.