QuantLib: a free/open-source library for quantitative finance
Reference manual - version 1.40
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FailureToPay Class Reference

Failure to Pay atomic event type. More...

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

Inheritance diagram for FailureToPay:

Public Member Functions

 FailureToPay (const Period &grace, Real amount=1.e+6)
Real amountRequired () const
const PeriodgracePeriod () const
Public Member Functions inherited from DefaultType
 DefaultType (AtomicDefault::Type defType=AtomicDefault::Bankruptcy, Restructuring::Type restType=Restructuring::XR)
AtomicDefault::Type defaultType () const
Restructuring::Type restructuringType () const
bool isRestructuring () const
bool containsDefaultType (AtomicDefault::Type defType) const
bool containsRestructuringType (Restructuring::Type resType) const

Additional Inherited Members

Protected Attributes inherited from DefaultType
AtomicDefault::Type defTypes_
Restructuring::Type restrType_

Detailed Description

Failure to Pay atomic event type.