Inheritance diagram for QuantLibAddin::RiskyFixedBond:

Collaboration diagram for QuantLibAddin::RiskyFixedBond:

Public Member Functions
	RiskyFixedBond (const boost::shared_ptr< ObjectHandler::ValueObject > &properties, std::string name, QuantLib::Currency ccy, QuantLib::Real recoveryRate, QuantLib::Handle< QuantLib::DefaultProbabilityTermStructure > defaultTS, const boost::shared_ptr< QuantLib::Schedule > &schedule, QuantLib::Real rate, QuantLib::DayCounter dayCounter, QuantLib::BusinessDayConvention paymentConvention, QuantLib::Real notionals, QuantLib::Handle< QuantLib::YieldTermStructure > yieldTS, QuantLib::Date npvDate, bool permanent)

Public Member Functions inherited from QuantLibAddin::Instrument
void	setPricingEngine (boost::shared_ptr< PricingEngine > &e) const

Constructor & Destructor Documentation

◆ RiskyFixedBond()

QuantLibAddin::RiskyFixedBond::RiskyFixedBond	(	const boost::shared_ptr< ObjectHandler::ValueObject > &	properties,
		std::string	name,
		QuantLib::Currency	ccy,
		QuantLib::Real	recoveryRate,
		QuantLib::Handle< QuantLib::DefaultProbabilityTermStructure >	defaultTS,
		const boost::shared_ptr< QuantLib::Schedule > &	schedule,
		QuantLib::Real	rate,
		QuantLib::DayCounter	dayCounter,
		QuantLib::BusinessDayConvention	paymentConvention,
		QuantLib::Real	notionals,
		QuantLib::Handle< QuantLib::YieldTermStructure >	yieldTS,
		QuantLib::Date	npvDate,
		bool	permanent
	)

The documentation for this class was generated from the following file: