Class simEvent

Hierarchy

simEvent

Index

Constructors

constructor

Properties

Methods

Constructors

constructor

new simEvent(n: Size, d: Size, r: Real): simEvent

- Defined in ql/experimental/credit/randomlosslatentmodel.ts:177
Parameters
- n: Size
- d: Size
- r: Real
Returns simEvent

Properties

compactRR

compactRR: Size = 8

dayFromRef

dayFromRef: Size = 12

nameIdx

nameIdx: Size = 12

rrGranular

rrGranular: Real = 1. / 256.

Methods

lessThan

lessThan(evt: simEvent): boolean

- Defined in ql/experimental/credit/randomlosslatentmodel.ts:184
Parameters
- evt: simEvent
Returns boolean

recovery

recovery(): Real

- Defined in ql/experimental/credit/randomlosslatentmodel.ts:188
Returns Real