RiskyFloatingBond Class Reference

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

Inheritance diagram for RiskyFloatingBond:

List of all members.

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


Detailed Description

Default risky floating bonds