QuantLib_CmsRateBond man page

CmsRateBond — CMS-rate bond.


#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.


calculations are tested by checking results against cached values.


Generated automatically by Doxygen for QuantLib from the source code.

Referenced By

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

QuantLib Version 1.8.1 Fri Sep 23 2016