simEvent< RandomLossLM< copulaPolicy, USNG > > Struct Template Reference

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

Collaboration diagram for simEvent< RandomLossLM< copulaPolicy, USNG > >:

Public Member Functions
	simEvent (unsigned int n, unsigned int d, Real r)
bool	operator< (const simEvent &evt) const
Real	recovery () const

Public Attributes
unsigned int	nameIdx: 12
unsigned int	dayFromRef: 12

Static Public Attributes
static const Real	rrGranular

Private Attributes
unsigned int	compactRR: 8

Detailed Description

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

Definition at line 37 of file randomlosslatentmodel.hpp.

Constructor & Destructor Documentation

simEvent()

simEvent	(	unsigned int	n,
		unsigned int	d,
		Real	r
	)

Definition at line 38 of file randomlosslatentmodel.hpp.

Member Function Documentation

operator<()

bool operator<

(

const simEvent< RandomLossLM< copulaPolicy, USNG > > &

evt

)

const

Definition at line 48 of file randomlosslatentmodel.hpp.

recovery()

Real recovery

(

)

const

Definition at line 51 of file randomlosslatentmodel.hpp.

Member Data Documentation

nameIdx

unsigned int nameIdx

Definition at line 42 of file randomlosslatentmodel.hpp.

dayFromRef

unsigned int dayFromRef

Definition at line 43 of file randomlosslatentmodel.hpp.

compactRR

unsigned int compactRR

private

Definition at line 45 of file randomlosslatentmodel.hpp.

rrGranular

const Real rrGranular

static

Definition at line 58 of file randomlosslatentmodel.hpp.