Re: [Quantlib-dev] RiskyBond

[Simon I. <s.i...@gm...>]

Hi Calvin,

I've done this (amortising bonds and risky bonds/engine), and will submít
the code as soon as I return from holiday.

All the best,

Simon


On Fri, Jul 4, 2008 at 4:09 PM, Calvin Lai <cy...@gm...> wrote:

> 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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