QuantLib_RiskyFloatingBond man page



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

Inherits 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, 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 floating bonds


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Referenced By

The man page RiskyFloatingBond(3) is an alias of QuantLib_RiskyFloatingBond(3).

Mon Apr 30 2018 Version 1.12.1 QuantLib