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 boost::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]