- QuantLib
- RiskyAssetSwap
 
Risky asset-swap instrument. More...
#include <ql/experimental/credit/riskyassetswap.hpp>

| 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 () | 
Risky asset-swap instrument.