QuantLib_RiskyFloatingBond man page

RiskyFloatingBond —


#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)

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


Generated automatically by Doxygen for QuantLib from the source code.

Referenced By

RiskyFloatingBond(3) is an alias of QuantLib_RiskyFloatingBond(3).

QuantLib Version 1.8.1 Fri Sep 23 2016