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QuantLib_RiskyFloatingBond

NAME

QuantLib::RiskyFloatingBond -

SYNOPSIS

#include <ql/experimental/credit/riskybond.hpp>

Inherits QuantLib::RiskyBond.

Public Member Functions

RiskyFloatingBond (std::string name, Currency ccy, Real recoveryRate, Handle< DefaultProbabilityTermStructure > defaultTS, Schedule schedule, boost::shared_ptr< IborIndex > index, Integer fixingDays, Real spread, 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 floating bonds

Author

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