QuantLib_AmortizingFixedRateBond man page

AmortizingFixedRateBond — amortizing fixed-rate bond  


#include <ql/experimental/amortizingbonds/amortizingfixedratebond.hpp>

Inherits Bond.

Public Member Functions

AmortizingFixedRateBond (Natural settlementDays, const std::vector< Real > &notionals, const Schedule &schedule, const std::vector< Rate > &coupons, const DayCounter &accrualDayCounter, BusinessDayConvention paymentConvention=Following, const Date &issueDate=Date())
AmortizingFixedRateBond (Natural settlementDays, const Calendar &calendar, Real faceAmount, const Date &startDate, const Period &bondTenor, const Frequency &sinkingFrequency, const Rate coupon, const DayCounter &accrualDayCounter, BusinessDayConvention paymentConvention=Following, const Date &issueDate=Date())
Frequency frequency () const
const DayCounter & dayCounter () const

Protected Attributes

Frequency frequency_
DayCounter dayCounter_

Additional Inherited Members

Detailed Description

amortizing fixed-rate bond

Constructor & Destructor Documentation

AmortizingFixedRateBond (Natural settlementDays, const Calendar & calendar, Real faceAmount, const Date & startDate, const Period & bondTenor, const Frequency & sinkingFrequency, const Rate coupon, const DayCounter & accrualDayCounter, BusinessDayConvention paymentConvention = Following, const Date & issueDate = Date())

Automatically generates a set of equal coupons, with an amortizing bond. The coupons are equal and the accrual daycount is only used for quoting/settlement purposes - not for calculating the coupons.


Generated automatically by Doxygen for QuantLib from the source code.

Referenced By

AmortizingFixedRateBond(3), dayCounter(3), dayCounter_(3), frequency(3) and frequency_(3) are aliases of QuantLib_AmortizingFixedRateBond(3).

Fri Feb 10 2017 Version 1.9.1 QuantLib