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Atomic credit-event type.

This class encapsulates the ISDA default contractual types and their combinations. Non-atomicity works only at the atomic type level, obviating the specific event characteristics which it is accounted for only in derived classes.

Hierarchy

Index

Constructors

constructor

  • Parameters

    • Default value defType: Type = AtomicDefault.Type.Bankruptcy
    • Default value restType: Type = Restructuring.Type.XR

    Returns DefaultType

Properties

Protected _defTypes

_defTypes: Type

Protected _restrType

_restrType: Type

Methods

containsDefaultType

  • containsDefaultType(defType: Type): boolean
  • Returns true if one or a set of event types is within this one and as such will be recognised as a trigger. Not the same as equality.

    Notice that these methods do not include any event logical hierarchy. The match is in a strict sense. If event B is contained in (implied by) event A this would not send a match. This policies should be implemented at the CreditEvent class, which is polymorphic.

    Parameters

    Returns boolean

containsRestructuringType

  • containsRestructuringType(resType: Type): boolean
  • Parameters

    Returns boolean

defaultType

  • defaultType(): Type
  • Returns Type

isRestructuring

  • isRestructuring(): boolean
  • Returns boolean

restructuringType

  • restructuringType(): Type
  • Returns Type

Static equal

  • Parameters

    Returns boolean