- QuantLib
- RiskyFloatingBond
#include <ql/experimental/credit/riskybond.hpp>
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 |
Default risky floating bonds