QuantLib_FixedRateBond man page

FixedRateBond — fixed-rate bond

Synopsis

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

Inherits Bond.

Inherited by BTP.

Public Member Functions

FixedRateBond (Natural settlementDays, Real faceAmount, const Schedule &schedule, const std::vector< Rate > &coupons, const DayCounter &accrualDayCounter, BusinessDayConvention paymentConvention=Following, Real redemption=100.0, const Date &issueDate=Date(), const Calendar &paymentCalendar=Calendar(), const Period &exCouponPeriod=Period(), const Calendar &exCouponCalendar=Calendar(), const BusinessDayConvention exCouponConvention=Unadjusted, bool exCouponEndOfMonth=false)
simple annual compounding coupon rates
FixedRateBond (Natural settlementDays, const Calendar &couponCalendar, Real faceAmount, const Date &startDate, const Date &maturityDate, const Period &tenor, const std::vector< Rate > &coupons, const DayCounter &accrualDayCounter, BusinessDayConvention accrualConvention=Following, BusinessDayConvention paymentConvention=Following, Real redemption=100.0, const Date &issueDate=Date(), const Date &stubDate=Date(), DateGeneration::Rule rule=DateGeneration::Backward, bool endOfMonth=false, const Calendar &paymentCalendar=Calendar(), const Period &exCouponPeriod=Period(), const Calendar &exCouponCalendar=Calendar(), const BusinessDayConvention exCouponConvention=Unadjusted, bool exCouponEndOfMonth=false)

FixedRateBond (Natural settlementDays, Real faceAmount, const Schedule &schedule, const std::vector< InterestRate > &coupons, BusinessDayConvention paymentConvention=Following, Real redemption=100.0, const Date &issueDate=Date(), const Calendar &paymentCalendar=Calendar(), const Period &exCouponPeriod=Period(), const Calendar &exCouponCalendar=Calendar(), const BusinessDayConvention exCouponConvention=Unadjusted, bool exCouponEndOfMonth=false)
generic compounding and frequency InterestRate coupons
Frequency frequency () const

const DayCounter & dayCounter () const

Protected Attributes

Frequency frequency_

DayCounter dayCounter_

Additional Inherited Members

Detailed Description

fixed-rate bond

Tests

calculations are tested by checking results against cached values.

Examples: Bonds.cpp, and Repo.cpp.

Constructor & Destructor Documentation

FixedRateBond (Natural settlementDays, const Calendar & couponCalendar, Real faceAmount, const Date & startDate, const Date & maturityDate, const Period & tenor, const std::vector< Rate > & coupons, const DayCounter & accrualDayCounter, BusinessDayConvention accrualConvention = Following, BusinessDayConvention paymentConvention = Following, Real redemption = 100.0, const Date & issueDate = Date(), const Date & stubDate = Date(), DateGeneration::Rule rule = DateGeneration::Backward, bool endOfMonth = false, const Calendar & paymentCalendar = Calendar(), const Period & exCouponPeriod = Period(), const Calendar & exCouponCalendar = Calendar(), const BusinessDayConvention exCouponConvention = Unadjusted, bool exCouponEndOfMonth = false)

simple annual compounding coupon rates with internal schedule calculation

Author

Generated automatically by Doxygen for QuantLib from the source code.

Referenced By

FixedRateBond(3) is an alias of QuantLib_FixedRateBond(3).

Fri Sep 23 2016 Version 1.8.1 QuantLib