QuantLib_RiskyFloatingBond man page

RiskyFloatingBond

Synopsis

#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

Author

Generated automatically by Doxygen for QuantLib from the source code.

Referenced By

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

Fri Feb 10 2017 Version 1.9.1 QuantLib