RiskyBond

Posted by Calvin Lai on Jul 04, 2008; 3:09pm
URL: http://quantlib.414.s1.nabble.com/RiskyBond-tp11995.html

Hi,

I am trying to implement the modeling of a riskbond (ie. non-zero probability of default). Any comments? So far I have updated my local files for coupon and bond classes to accommodate the Issuer in a bond.

Also, I am also planning to add the principal payments as cashflow entries in a Leg. Currently it seems no principal repayments are added. Again, comments are welcome.

Regards,
Calvin

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