QuantLib_DefaultType man page

DefaultType — Atomic credit-event type.  


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

Inherited by FailureToPay.

Public Member Functions

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

Protected Attributes

AtomicDefault::Type defTypes_
Restructuring::Type restrType_

Detailed Description

Atomic credit-event type.

This class encapsulates the ISDA default contractual types and their combinations. Non-atomicity works only at the atomic type level, obviating the specific event characteristics which it is accounted for only in derived classes.

Member Function Documentation

bool containsDefaultType (AtomicDefault::Type defType) const

Returns true if one or a set of event types is within this one and as such will be recognised as a trigger. Not the same as equality.

Notice that these methods do not include any event logical hierarchy. The match is in a strict sense. If event B is contained in (implied by) event A this would not send a match. This policies should be implemented at the CreditEvent class, which is polymorphic.


Generated automatically by Doxygen for QuantLib from the source code.

Referenced By

The man pages containsDefaultType(3), containsRestructuringType(3), DefaultType(3), defTypes_(3), restrType_(3) and restructuringType(3) are aliases of QuantLib_DefaultType(3).

Fri Sep 1 2017 Version 1.10.1 QuantLib