QuantLib_RiskyFixedBond man page

RiskyFixedBond —

Synopsis

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

Inherits 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

Additional Inherited Members

Detailed Description

Default risky fixed bond

Author

Generated automatically by Doxygen for QuantLib from the source code.

Referenced By

RiskyFixedBond(3) is an alias of QuantLib_RiskyFixedBond(3).

Fri Sep 23 2016 Version 1.8.1 QuantLib