QuantLib_FailureToPay man page

FailureToPay — Failure to Pay atomic event type.


#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.


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).

QuantLib Version 1.8.1 Fri Sep 23 2016