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 Sep 23 2016 Version 1.8.1 QuantLib