RiskyFixedBond Class Reference

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

Inheritance diagram for RiskyFixedBond:

List of all members.

Public Member Functions

 RiskyFixedBond (std::string name, Currency ccy, Real recoveryRate, Handle< DefaultProbabilityTermStructure > defaultTS, Schedule schedule, Real rate, DayCounter dayCounter, BusinessDayConvention paymentConvention, 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

Detailed Description

Default risky fixed bond