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Hierarchy

Index

Constructors

constructor

Properties

Protected _bondsCurrency

_bondsCurrency: Currency

Protected _bondsSeniority

_bondsSeniority: Seniority

Protected _defSettlement

_defSettlement: DefaultSettlement

Protected _defaultDate

_defaultDate: Date

Private _defaultedAmount

_defaultedAmount: Real

Protected _eventType

_eventType: DefaultType

_isDisposed

_isDisposed: boolean = false

_observers

_observers: Set<Observer>

Accessors

isDisposed

  • get isDisposed(): boolean

Methods

accept

amountDefaulted

  • amountDefaulted(): Real
  • Returns Real

currency

  • returns the currency of the bond this event refers to.

    Returns Currency

date

  • date(): Date

defaultType

dispose

  • dispose(): void
  • Returns void

eventSeniority

  • returns the seniority of the bond that triggered the event.

    Returns Seniority

ftpeInit1

ftpeInit2

  • Parameters

    Returns DefaultEvent

hasOccurred

  • hasOccurred(d?: Date, includeRefDate?: boolean): boolean
  • returns true if an event has already occurred before a date if is includeRefDate true, then an event has not occurred if its date is the same as the refDate, i.e. this method returns false if the event date is the same as the refDate.

    Parameters

    • Default value d: Date = null
    • Default value includeRefDate: boolean = null

    Returns boolean

hasSettled

  • hasSettled(): boolean

init1

init2

isDefault

  • isDefault(): boolean
  • Returns boolean

isRestructuring

  • isRestructuring(): boolean

matchesDefaultKey

  • Returns true if this event would trigger a contract with the arguments characteristics.

    Parameters

    Returns boolean

matchesEventType

  • matchesEventType(contractEvType: DefaultType): boolean

notifyObservers

  • notifyObservers(): void
  • This method should be called at the end of non-const methods or when the programmer desires to notify any changes.

    Returns void

recoveryRate

  • returns a value if the event lead to a settlement for the requested seniority. Specializations on the default atomics and recoveries could change the default policy.

    Parameters

    Returns Real

registerObserver

settlement

unregisterObserver