QuantLib_FailureToPay

Langue: en

Version: 375371 (fedora - 01/12/10)

Section: 3 (Bibliothèques de fonctions)

Sommaire

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

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