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quantlib.js
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"ql/experimental/credit/randomdefaultlatentmodel"
defaultSimEvent
Class defaultSimEvent
Hierarchy
simEvent
defaultSimEvent
Index
Constructors
constructor
Properties
day
From
Ref
name
Idx
Methods
less
Than
Constructors
constructor
new default
Sim
Event
(
n
:
Integer
, d
:
Integer
)
:
defaultSimEvent
Parameters
n:
Integer
d:
Integer
Returns
defaultSimEvent
Properties
day
From
Ref
day
From
Ref
:
Integer
= 16
name
Idx
name
Idx
:
Integer
= 16
Methods
less
Than
less
Than
(
evt
:
simEvent
)
:
boolean
Parameters
evt:
simEvent
Returns
boolean
Globals
"ql/experimental/credit/randomdefaultlatentmodel"
Gaussian
Random
DefaultLM
Random
DefaultLM
RandomLM
TRandom
DefaultLM
default
Sim
Event
constructor
day
From
Ref
name
Idx
less
Than
sim
Event