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<li class="navelem"><b>QuantLib</b> </li>
<li class="navelem"><a class="el" href="class_quant_lib_1_1_risky_bond.html">RiskyBond</a> </li>
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<a href="#pub-methods">Public Member Functions</a> |
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<div class="title">RiskyBond Class Reference</div> </div>
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<!-- doxytag: class="QuantLib::RiskyBond" --><!-- doxytag: inherits="QuantLib::Instrument" -->
<p><code>#include <ql/experimental/credit/riskybond.hpp></code></p>
<div class="dynheader">
Inheritance diagram for RiskyBond:</div>
<div class="dyncontent">
<div class="center"><img src="class_quant_lib_1_1_risky_bond__inherit__graph.png" border="0" usemap="#_risky_bond_inherit__map" alt="Inheritance graph"/></div>
<map name="_risky_bond_inherit__map" id="_risky_bond_inherit__map">
<area shape="rect" id="node5" href="class_quant_lib_1_1_risky_fixed_bond.html" title="RiskyFixedBond" alt="" coords="5,166,123,197"/><area shape="rect" id="node7" href="class_quant_lib_1_1_risky_floating_bond.html" title="RiskyFloatingBond" alt="" coords="147,166,277,197"/><area shape="rect" id="node2" href="class_quant_lib_1_1_instrument.html" title="Abstract instrument class." alt="" coords="96,6,179,37"/></map>
<center><span class="legend">[<a href="graph_legend.html">legend</a>]</span></center></div>
<p><a href="class_quant_lib_1_1_risky_bond-members.html">List of all members.</a></p>
<table class="memberdecls">
<tr><td colspan="2"><h2><a name="pub-methods"></a>
Public Member Functions</h2></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a1392fb8c078ecf62236ec2558c44f3a7"></a><!-- doxytag: member="QuantLib::RiskyBond::RiskyBond" ref="a1392fb8c078ecf62236ec2558c44f3a7" args="(std::string name, Currency ccy, Real recoveryRate, Handle< DefaultProbabilityTermStructure > defaultTS, Handle< YieldTermStructure > yieldTS)" -->
 </td><td class="memItemRight" valign="bottom"><b>RiskyBond</b> (std::string name, <a class="el" href="class_quant_lib_1_1_currency.html">Currency</a> ccy, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> recoveryRate, <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="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)</td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a65472f32ffe45cf2966fe454256b53d1"></a><!-- doxytag: member="QuantLib::RiskyBond::cashflows" ref="a65472f32ffe45cf2966fe454256b53d1" args="() const =0" -->
virtual std::vector<br class="typebreak"/>
< boost::shared_ptr< <a class="el" href="class_quant_lib_1_1_cash_flow.html">CashFlow</a> > > </td><td class="memItemRight" valign="bottom"><b>cashflows</b> () const =0</td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a5984fd1d8915bf44d28eb9df0eefa84f"></a><!-- doxytag: member="QuantLib::RiskyBond::expectedCashflows" ref="a5984fd1d8915bf44d28eb9df0eefa84f" args="()" -->
std::vector< boost::shared_ptr<br class="typebreak"/>
< <a class="el" href="class_quant_lib_1_1_cash_flow.html">CashFlow</a> > > </td><td class="memItemRight" valign="bottom"><b>expectedCashflows</b> ()</td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a5c5584164976b30f71fd4d47866a6a7b"></a><!-- doxytag: member="QuantLib::RiskyBond::notional" ref="a5c5584164976b30f71fd4d47866a6a7b" args="(Date date=Date::minDate()) const =0" -->
virtual <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><b>notional</b> (<a class="el" href="class_quant_lib_1_1_date.html">Date</a> date=<a class="el" href="class_quant_lib_1_1_date.html#a23625bfa1e742192c8983792debcf7c1">Date::minDate</a>()) const =0</td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a4fd16e05df63a0060efd55ab4d2396bd"></a><!-- doxytag: member="QuantLib::RiskyBond::effectiveDate" ref="a4fd16e05df63a0060efd55ab4d2396bd" args="() const =0" -->
virtual <a class="el" href="class_quant_lib_1_1_date.html">Date</a> </td><td class="memItemRight" valign="bottom"><b>effectiveDate</b> () const =0</td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a580b196687c62f4d8576f11ef8987477"></a><!-- doxytag: member="QuantLib::RiskyBond::maturityDate" ref="a580b196687c62f4d8576f11ef8987477" args="() const =0" -->
virtual <a class="el" href="class_quant_lib_1_1_date.html">Date</a> </td><td class="memItemRight" valign="bottom"><b>maturityDate</b> () const =0</td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a4587be7cee2cbaec53a7773806961f95"></a><!-- doxytag: member="QuantLib::RiskyBond::interestFlows" ref="a4587be7cee2cbaec53a7773806961f95" args="() const =0" -->
virtual std::vector<br class="typebreak"/>
< boost::shared_ptr< <a class="el" href="class_quant_lib_1_1_cash_flow.html">CashFlow</a> > > </td><td class="memItemRight" valign="bottom"><b>interestFlows</b> () const =0</td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a0f39350cd04b9af24095c5345c33e103"></a><!-- doxytag: member="QuantLib::RiskyBond::notionalFlows" ref="a0f39350cd04b9af24095c5345c33e103" args="() const =0" -->
virtual std::vector<br class="typebreak"/>
< boost::shared_ptr< <a class="el" href="class_quant_lib_1_1_cash_flow.html">CashFlow</a> > > </td><td class="memItemRight" valign="bottom"><b>notionalFlows</b> () const =0</td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a85d6833ce9d7b23841364e286f1ca08d"></a><!-- doxytag: member="QuantLib::RiskyBond::riskfreeNPV" ref="a85d6833ce9d7b23841364e286f1ca08d" args="() const " -->
<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><b>riskfreeNPV</b> () const </td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ad017b0af4b1c00e985e4cd1aaff9fc59"></a><!-- doxytag: member="QuantLib::RiskyBond::totalFutureFlows" ref="ad017b0af4b1c00e985e4cd1aaff9fc59" args="() const " -->
<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><b>totalFutureFlows</b> () const </td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a37627d5d5bba7f4a8690c71c2ab3cb07"></a><!-- doxytag: member="QuantLib::RiskyBond::name" ref="a37627d5d5bba7f4a8690c71c2ab3cb07" args="() const " -->
std::string </td><td class="memItemRight" valign="bottom"><b>name</b> () const </td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="adaa394f96f4c89f9ff54a2a14b17de32"></a><!-- doxytag: member="QuantLib::RiskyBond::ccy" ref="adaa394f96f4c89f9ff54a2a14b17de32" args="() const " -->
<a class="el" href="class_quant_lib_1_1_currency.html">Currency</a> </td><td class="memItemRight" valign="bottom"><b>ccy</b> () const </td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a11b5d30fbf6753a713128718f695ae91"></a><!-- doxytag: member="QuantLib::RiskyBond::yieldTS" ref="a11b5d30fbf6753a713128718f695ae91" args="() 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> > </td><td class="memItemRight" valign="bottom"><b>yieldTS</b> () const </td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ae843fa880b8cbf8da9c70c076e67a1d2"></a><!-- doxytag: member="QuantLib::RiskyBond::defaultTS" ref="ae843fa880b8cbf8da9c70c076e67a1d2" args="() const " -->
<a class="el" href="class_quant_lib_1_1_handle.html">Handle</a><br class="typebreak"/>
< <a class="el" href="class_quant_lib_1_1_default_probability_term_structure.html">DefaultProbabilityTermStructure</a> > </td><td class="memItemRight" valign="bottom"><b>defaultTS</b> () const </td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ad653c525e655dafe793f00ad3babf964"></a><!-- doxytag: member="QuantLib::RiskyBond::recoveryRate" ref="ad653c525e655dafe793f00ad3babf964" args="() const " -->
<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><b>recoveryRate</b> () const </td></tr>
<tr><td colspan="2"><div class="groupHeader">Instrument interface</div></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a274c03751addc5c2ea63cc23d14a0bfe"></a><!-- doxytag: member="QuantLib::RiskyBond::isExpired" ref="a274c03751addc5c2ea63cc23d14a0bfe" args="() const " -->
bool </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_risky_bond.html#a274c03751addc5c2ea63cc23d14a0bfe">isExpired</a> () const </td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">returns whether the instrument might have value greater than zero. <br/></td></tr>
<tr><td colspan="2"><h2><a name="pro-methods"></a>
Protected Member Functions</h2></td></tr>
<tr><td class="memItemLeft" align="right" valign="top">void </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_risky_bond.html#a1ea01b653cd3880c3e5d8bc34af412d3">setupExpired</a> () const </td></tr>
<tr><td class="memItemLeft" align="right" valign="top">void </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_risky_bond.html#a02b90bbfee3ee29627939544fb59ec93">performCalculations</a> () const </td></tr>
</table>
<hr/><a name="details" id="details"></a><h2>Detailed Description</h2>
<div class="textblock"><p>Base class for default risky bonds </p>
</div><hr/><h2>Member Function Documentation</h2>
<a class="anchor" id="a1ea01b653cd3880c3e5d8bc34af412d3"></a><!-- doxytag: member="QuantLib::RiskyBond::setupExpired" ref="a1ea01b653cd3880c3e5d8bc34af412d3" args="() const " -->
<div class="memitem">
<div class="memproto">
<table class="memname">
<tr>
<td class="memname">void <a class="el" href="class_quant_lib_1_1_risky_bond.html#a1ea01b653cd3880c3e5d8bc34af412d3">setupExpired</a> </td>
<td>(</td>
<td class="paramname"></td><td>)</td>
<td> const<code> [protected, virtual]</code></td>
</tr>
</table>
</div>
<div class="memdoc">
<p>This method must leave the instrument in a consistent state when the expiration condition is met. </p>
<p>Reimplemented from <a class="el" href="class_quant_lib_1_1_instrument.html#a1ea01b653cd3880c3e5d8bc34af412d3">Instrument</a>.</p>
</div>
</div>
<a class="anchor" id="a02b90bbfee3ee29627939544fb59ec93"></a><!-- doxytag: member="QuantLib::RiskyBond::performCalculations" ref="a02b90bbfee3ee29627939544fb59ec93" args="() const " -->
<div class="memitem">
<div class="memproto">
<table class="memname">
<tr>
<td class="memname">void <a class="el" href="class_quant_lib_1_1_risky_bond.html#a02b90bbfee3ee29627939544fb59ec93">performCalculations</a> </td>
<td>(</td>
<td class="paramname"></td><td>)</td>
<td> const<code> [protected, virtual]</code></td>
</tr>
</table>
</div>
<div class="memdoc">
<p>In case a pricing engine is <b>not</b> used, this method must be overridden to perform the actual calculations and set any needed results. In case a pricing engine is used, the default implementation can be used. </p>
<p>Reimplemented from <a class="el" href="class_quant_lib_1_1_instrument.html#a02b90bbfee3ee29627939544fb59ec93">Instrument</a>.</p>
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