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 Feb 10 2017 Version 1.9.1 QuantLib