Class Issuer

Hierarchy

Issuer

Index

Type aliases

key_curve_pair

Properties

Methods

Type aliases

Static key_curve_pair

key_curve_pair: [DefaultProbKey, Handle<DefaultProbabilityTermStructure>]

Properties

Private _events

_events: DefaultEventSet

Private _probabilities

_probabilities: Array<[DefaultProbKey, Handle<DefaultProbabilityTermStructure>]>

Methods

defaultProbability

defaultProbability(key: DefaultProbKey): Handle<DefaultProbabilityTermStructure>

- Defined in ql/experimental/credit/issuer.ts:47
Parameters
- key: DefaultProbKey
Returns Handle<DefaultProbabilityTermStructure>

defaultedBetween

defaultedBetween(start: Date, end: Date, contractKey: DefaultProbKey, includeRefDate?: boolean): DefaultEvent

- Defined in ql/experimental/credit/issuer.ts:57
Parameters
- start: Date
- end: Date
- contractKey: DefaultProbKey
- Default value includeRefDate: boolean = false
Returns DefaultEvent

defaultsBetween

defaultsBetween(start: Date, end: Date, contractKey: DefaultProbKey, includeRefDate: boolean): DefaultEvent[]

- Defined in ql/experimental/credit/issuer.ts:74
Parameters
- start: Date
- end: Date
- contractKey: DefaultProbKey
- includeRefDate: boolean
Returns DefaultEvent[]

init1

init1(probabilities?: key_curve_pair[], events?: DefaultEventSet): Issuer

- Defined in ql/experimental/credit/issuer.ts:18
Parameters
- Default value probabilities: key_curve_pair[] = []
- Default value events: DefaultEventSet = new Set()
Returns Issuer

init2

init2(eventTypes: DefaultType[][], currencies: Currency[], seniorities: Seniority[], curves: Array<Handle<DefaultProbabilityTermStructure>>, events?: DefaultEventSet): Issuer

- Defined in ql/experimental/credit/issuer.ts:27
Parameters
- eventTypes: DefaultType[][]
- currencies: Currency[]
- seniorities: Seniority[]
- curves: Array<Handle<DefaultProbabilityTermStructure>>
- Default value events: DefaultEventSet = new Set()
Returns Issuer