QuantLib_FailureToPay man page
FailureToPay — Failure to Pay atomic event type.
Synopsis
#include <ql/experimental/credit/defaulttype.hpp>
Inherits DefaultType.
Public Member Functions
FailureToPay (const Period &grace, Real amount=1.e+6)
Real amountRequired () const
const Period & gracePeriod () const
Additional Inherited Members
Detailed Description
Failure to Pay atomic event type.
Author
Generated automatically by Doxygen for QuantLib from the source code.
Referenced By
amountRequired(3), FailureToPay(3) and gracePeriod(3) are aliases of QuantLib_FailureToPay(3).
Fri Jun 2 2017 Version 1.10 QuantLib