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

The man page FixedRateBond(3) is an alias of QuantLib_FixedRateBond(3).

Wed Aug 2 2017 Version 1.10 QuantLib