QuantLib: Member List

A free/open-source library for quantitative finance Reference manual - version 1.20

DefaultEvent Member List

This is the complete list of members for DefaultEvent, including all inherited members.

accept(AcyclicVisitor &) (defined in DefaultEvent) | DefaultEvent | virtual
bondsCurrency_ (defined in DefaultEvent) | DefaultEvent | protected
bondsSeniority_ (defined in DefaultEvent) | DefaultEvent | protected
currency() const | DefaultEvent |
date() const | DefaultEvent | virtual
defaultDate_ (defined in DefaultEvent) | DefaultEvent | protected
DefaultEvent(const Date &creditEventDate, const DefaultType &atomicEvType, const Currency &curr, Seniority bondsSen, const Date &settleDate=Null< Date >(), const std::map< Seniority, Real > &recoveryRates=rate_map()) | DefaultEvent |
DefaultEvent(const Date &creditEventDate, const DefaultType &atomicEvType, const Currency &curr, Seniority bondsSen, const Date &settleDate=Null< Date >(), Real recoveryRate=0.4) | DefaultEvent |
defaultType() const (defined in DefaultEvent) | DefaultEvent |
defSettlement_ (defined in DefaultEvent) | DefaultEvent | protected
eventSeniority() const | DefaultEvent |
eventType_ (defined in DefaultEvent) | DefaultEvent | protected
hasOccurred(const Date &refDate=Date(), boost::optional< bool > includeRefDate=boost::none) const | Event | virtual
hasSettled() const (defined in DefaultEvent) | DefaultEvent |
isDefault() const (defined in DefaultEvent) | DefaultEvent |
isRestructuring() const (defined in DefaultEvent) | DefaultEvent |
matchesDefaultKey(const DefaultProbKey &contractKey) const | DefaultEvent | virtual
matchesEventType(const ext::shared_ptr< DefaultType > &contractEvType) const | DefaultEvent | virtual
notifyObservers() | Observable |
Observable() (defined in Observable) | Observable |
Observable(const Observable &) (defined in Observable) | Observable |
operator=(const Observable &) | Observable |
recoveryRate(Seniority seniority) const | DefaultEvent | virtual
settlement() const (defined in DefaultEvent) | DefaultEvent |
~Event() (defined in Event) | Event | virtual
~Observable() (defined in Observable) | Observable | virtual