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QuantLib_RiskyFixedBond
Langue: en
Version: 381042 (fedora - 01/12/10)
Section: 3 (Bibliothèques de fonctions)
NAME
QuantLib::RiskyFixedBond -SYNOPSIS
#include <ql/experimental/credit/riskybond.hpp>
Inherits QuantLib::RiskyBond.
Public Member Functions
RiskyFixedBond (std::string name, Currency ccy, Real recoveryRate, Handle< DefaultProbabilityTermStructure > defaultTS, Schedule schedule, Real rate, DayCounter dayCounter, BusinessDayConvention paymentConvention, std::vector< Real > notionals, Handle< YieldTermStructure > yieldTS)
std::vector< boost::shared_ptr< CashFlow > > cashflows () const
Real notional (Date date=Date::minDate()) const
Date effectiveDate () const
Date maturityDate () const
std::vector< boost::shared_ptr< CashFlow > > interestFlows () const
std::vector< boost::shared_ptr< CashFlow > > notionalFlows () const
Detailed Description
Default risky fixed bond
Author
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