QuantLib_CmsRateBond man page

CmsRateBond — CMS-rate bond.

Synopsis

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

Inherits Bond.

Public Member Functions

CmsRateBond (Natural settlementDays, Real faceAmount, const Schedule &schedule, const boost::shared_ptr< SwapIndex > &index, const DayCounter &paymentDayCounter, 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, Real redemption=100.0, const Date &issueDate=Date())

Additional Inherited Members

Detailed Description

CMS-rate bond.

Tests

calculations are tested by checking results against cached values.

Author

Generated automatically by Doxygen for QuantLib from the source code.

Referenced By

CmsRateBond(3) is an alias of QuantLib_CmsRateBond(3).

Fri Sep 23 2016 Version 1.8.1 QuantLib