fairSpread (3) Linux Manual Page
QuantLib::RiskyAssetSwap – Risky asset-swap instrument.
Synopsis
#include <ql/experimental/credit/riskyassetswap.hpp>Inherits QuantLib::Instrument.
Public Member Functions
RiskyAssetSwap (bool fixedPayer, Real nominal, const Schedule &fixedSchedule, const Schedule &floatSchedule, const DayCounter &fixedDayCounter, const DayCounter &floatDayCounter, Rate spread, Rate recoveryRate_, const Handle< YieldTermStructure > &yieldTS, const Handle< DefaultProbabilityTermStructure > &defaultTS, Rate coupon=Null< Rate >())Real fairSpread ()
Real floatAnnuity () const
Real nominal ()
Rate spread ()
bool fixedPayer ()