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<h3 class="subtitle">A free/open-source library for quantitative finance</h3>
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<li class="navelem"><a class="el" href="class_quant_lib_1_1_risky_asset_swap.html">RiskyAssetSwap</a> </li>
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<div class="title">RiskyAssetSwap Class Reference</div> </div>
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<!-- doxytag: class="QuantLib::RiskyAssetSwap" --><!-- doxytag: inherits="QuantLib::Instrument" -->
<p>Risky asset-swap instrument.
<a href="class_quant_lib_1_1_risky_asset_swap.html#details">More...</a></p>
<p><code>#include <ql/experimental/credit/riskyassetswap.hpp></code></p>
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Inheritance diagram for RiskyAssetSwap:</div>
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<p><a href="class_quant_lib_1_1_risky_asset_swap-members.html">List of all members.</a></p>
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Public Member Functions</h2></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ac066cd223415b4eb1404ef3ebae4c48c"></a><!-- doxytag: member="QuantLib::RiskyAssetSwap::RiskyAssetSwap" ref="ac066cd223415b4eb1404ef3ebae4c48c" args="(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 >())" -->
 </td><td class="memItemRight" valign="bottom"><b>RiskyAssetSwap</b> (bool fixedPayer, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> nominal, const <a class="el" href="class_quant_lib_1_1_schedule.html">Schedule</a> &fixedSchedule, const <a class="el" href="class_quant_lib_1_1_schedule.html">Schedule</a> &floatSchedule, const <a class="el" href="class_quant_lib_1_1_day_counter.html">DayCounter</a> &fixedDayCounter, const <a class="el" href="class_quant_lib_1_1_day_counter.html">DayCounter</a> &floatDayCounter, <a class="el" href="group__types.html#gaede435af51236692b1107d7639581d39">Rate</a> spread, <a class="el" href="group__types.html#gaede435af51236692b1107d7639581d39">Rate</a> recoveryRate_, const <a class="el" href="class_quant_lib_1_1_handle.html">Handle</a>< <a class="el" href="class_quant_lib_1_1_yield_term_structure.html">YieldTermStructure</a> > &yieldTS, const <a class="el" href="class_quant_lib_1_1_handle.html">Handle</a>< <a class="el" href="class_quant_lib_1_1_default_probability_term_structure.html">DefaultProbabilityTermStructure</a> > &defaultTS, <a class="el" href="group__types.html#gaede435af51236692b1107d7639581d39">Rate</a> coupon=Null< <a class="el" href="group__types.html#gaede435af51236692b1107d7639581d39">Rate</a> >())</td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a690110bc1c3e867572c4562b820eeb54"></a><!-- doxytag: member="QuantLib::RiskyAssetSwap::fairSpread" ref="a690110bc1c3e867572c4562b820eeb54" args="()" -->
<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><b>fairSpread</b> ()</td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ae209978160234ba3f315e9b2dfcc31f4"></a><!-- doxytag: member="QuantLib::RiskyAssetSwap::floatAnnuity" ref="ae209978160234ba3f315e9b2dfcc31f4" args="() const " -->
<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><b>floatAnnuity</b> () const </td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a29092d9d6550ef55d3acdaadc5672b49"></a><!-- doxytag: member="QuantLib::RiskyAssetSwap::nominal" ref="a29092d9d6550ef55d3acdaadc5672b49" args="()" -->
<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><b>nominal</b> ()</td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a3bebb1119372969057deae025356f773"></a><!-- doxytag: member="QuantLib::RiskyAssetSwap::spread" ref="a3bebb1119372969057deae025356f773" args="()" -->
<a class="el" href="group__types.html#gaede435af51236692b1107d7639581d39">Rate</a> </td><td class="memItemRight" valign="bottom"><b>spread</b> ()</td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a9cd8c8a01ddb4ebe41d7ad210c77f2fa"></a><!-- doxytag: member="QuantLib::RiskyAssetSwap::fixedPayer" ref="a9cd8c8a01ddb4ebe41d7ad210c77f2fa" args="()" -->
bool </td><td class="memItemRight" valign="bottom"><b>fixedPayer</b> ()</td></tr>
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<hr/><a name="details" id="details"></a><h2>Detailed Description</h2>
<div class="textblock"><p>Risky asset-swap instrument. </p>
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