QuantLib_AmortizingFloatingRateBond man page

AmortizingFloatingRateBond — amortizing floating-rate bond (possibly capped and/or floored)

Synopsis

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

Inherits Bond.

Public Member Functions

AmortizingFloatingRateBond (Natural settlementDays, const std::vector< Real > &notional, const Schedule &schedule, const boost::shared_ptr< IborIndex > &index, const DayCounter &accrualDayCounter, BusinessDayConvention paymentConvention=Following, Natural fixingDays=Null< Natural >(), const std::vector< Real > &gearings=std::vector< Real >(1, 1.0), const std::vector< Spread > &spreads=std::vector< Spread >(1, 0.0), const std::vector< Rate > &caps=std::vector< Rate >(), const std::vector< Rate > &floors=std::vector< Rate >(), bool inArrears=false, const Date &issueDate=Date())

Additional Inherited Members

Detailed Description

amortizing floating-rate bond (possibly capped and/or floored)

Author

Generated automatically by Doxygen for QuantLib from the source code.

Referenced By

AmortizingFloatingRateBond(3) is an alias of QuantLib_AmortizingFloatingRateBond(3).

Fri Sep 23 2016 Version 1.8.1 QuantLib