QuantLib_BTP man page

BTP — Italian BTP (Buono Poliennali del Tesoro) fixed rate bond.

Synopsis

#include <ql/instruments/bonds/btp.hpp>

Inherits FixedRateBond.

Public Member Functions

BTP (const Date &maturityDate, Rate fixedRate, const Date &startDate=Date(), const Date &issueDate=Date())

BTP (const Date &maturityDate, Rate fixedRate, Real redemption, const Date &startDate=Date(), const Date &issueDate=Date())

Rate yield (Real cleanPrice, Date settlementDate=Date(), Real accuracy=1.0e-8, Size maxEvaluations=100) const
BTP yield given a (clean) price and settlement date.

Bond interface

Real accruedAmount (Date d=Date()) const
accrued amount at a given date

Additional Inherited Members

Detailed Description

Italian BTP (Buono Poliennali del Tesoro) fixed rate bond.

Constructor & Destructor Documentation

BTP (const Date & maturityDate, Rate fixedRate, Real redemption, const Date & startDate = Date(), const Date & issueDate = Date())

constructor needed for legacy non-par redemption BTPs. As of today the only remaining one is IT123456789012 that will redeem 99.999 on xx-may-2037

Member Function Documentation

Real accruedAmount (Date d = Date()) const [virtual]

accrued amount at a given date The default bond settlement is used if no date is given.

Reimplemented from Bond.

Rate yield (Real cleanPrice, Date settlementDate = Date(), Real accuracy = 1.0e-8, Size maxEvaluations = 100) const

BTP yield given a (clean) price and settlement date. The default BTP conventions are used: Actual/Actual (ISMA), Compounded, Annual. The default bond settlement is used if no date is given.

Author

Generated automatically by Doxygen for QuantLib from the source code.

Referenced By

BTP(3) is an alias of QuantLib_BTP(3).

Fri Sep 23 2016 Version 1.8.1 QuantLib