Rechercher une page de manuel
QuantLib_FailureToPay
Langue: en
Version: 375371 (fedora - 01/12/10)
Section: 3 (Bibliothèques de fonctions)
NAME
QuantLib::FailureToPay -Failure to Pay atomic event type.
SYNOPSIS
#include <ql/experimental/credit/defaulttype.hpp>
Inherits QuantLib::DefaultType.
Public Member Functions
FailureToPay (const Period &grace, Real amount=1.e+6)
Real amountRequired () const
const Period & gracePeriod () const
Detailed Description
Failure to Pay atomic event type.
Author
Generated automatically by Doxygen for QuantLib from the source code.
Contenus ©2006-2024 Benjamin Poulain
Design ©2006-2024 Maxime Vantorre