Class FailureToPay

The failure-to-pay atomic event type, with its grace period and the amount required to trigger it.

[Experimental("NQL0001")]
public sealed class FailureToPay : DefaultType, IEquatable<DefaultType>

Inherited Members: DefaultType.ContainsDefaultType(AtomicDefaultType)

DefaultType.ContainsRestructuringType(RestructuringType)

DefaultType.Equals(DefaultType)

DefaultType.Equals(object)

DefaultType.GetHashCode()

DefaultType.AtomicType

DefaultType.RestructuringType

DefaultType.IsRestructuring

object.GetType()

object.ToString()

object.Equals(object, object)

object.ReferenceEquals(object, object)

Remarks

The amount is in dollars by default, as ISDA's documentation sets it, not in the contract's currency, which QuantLib leaves open ("FIX ME").

Initializes a new instance of the FailureToPay class.

public FailureToPay(Period grace, double amount = 1000000)

grace Period: The grace period: a payment made within it removes the event.
amount double: The minimum defaulted amount that triggers the event.

Gets the minimum defaulted amount that triggers the event.

public double AmountRequired { get; }

Gets the grace period.

public Period GracePeriod { get; }