[Quantlib-dev] RiskyBond

[Calvin L. <cy...@gm...>]

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