QuantLib_RiskyFixedBond man page



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

Inherits RiskyBond.

Public Member Functions

RiskyFixedBond (const std::string &name, const Currency &ccy, Real recoveryRate, const Handle< DefaultProbabilityTermStructure > &defaultTS, const Schedule &schedule, Real rate, const DayCounter &dayCounter, BusinessDayConvention paymentConvention, const std::vector< Real > &notionals, const Handle< YieldTermStructure > &yieldTS, Natural settlementDays=0)
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

Additional Inherited Members

Detailed Description

Default risky fixed bond


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Referenced By

The man page RiskyFixedBond(3) is an alias of QuantLib_RiskyFixedBond(3).

Mon Apr 30 2018 Version 1.12.1 QuantLib