- QuantLib
- FailureToPay
Failure to Pay atomic event type. More...
#include <ql/experimental/credit/defaulttype.hpp>

Public Member Functions | |
| FailureToPay (const Period &grace, Real amount=1.e+6) | |
| Real | amountRequired () const |
| const Period & | gracePeriod () const |
Failure to Pay atomic event type.