FailureToPay

NAME

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

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